He's not saying a world with no god would be immoral. He's saying that we already live in a world with no god, and if certain people start to realize that, they may begin to act in immoral ways. Big, big difference.
Frankly, this is an example of Dawkins at his most idiotic. Not only does it view religion through an exclusively Western viewpoint, but it misses the whole thrust of Abrahamic theology, which is that the fear of God is by itself insufficient to lead men towards being moral.
To be fair, quite a few theists miss that point as well.
