Ancient Jewish writings describe Esau as sexually immoral because he married Hittite women, Judith and Basemath (Genesis 26:34; see Jubilees 25:1; Philo, On the Virtues 208).
Esau showed disrespect for his birthright (Genesis 25:29–34), which is why he was considered godless. His choice to trade God's blessings for immediate fulfillment shows a lack of faith.