The Talmud states "sinful thoughts are worse than the sin itself" (Yoma 29a)
in what senses is this true? it seems for example that actual adultery is worse than thinking about it. for it irreparably destroys a marriage whereas thoughts don't do any damage halachically.
likewise for murder and many others.
The simple sense would be as the Rambam describes it (Hilchos Teshuva 7:3)
ואלו העוונות, קשים מאותן שיש בהן מעשה, שבזמן שאדם נשקע באלו, קשה הוא לפרוש
These sins [anger, hatred, jealousy, etc. as enumerated there and "similar to them"] are more difficult than sins of action, because when a person is buried in them, it is hard[er] to separate.
In Kabbalistic terms, each level of thought, speech and action is its own world, and the world of thought is more sublime and what makes the human special over the animals. So by thinking of sin, even though measure of the sin is less (hence the lesser effects in your question) the place that it affects is much more sensitive to and impacted by the sin.
R. Yeshaya di Trani explains in Tosafot Rid (there) that קשו doesn't mean worse. Rather it means that thinking about sin causes more lust for the sin than committing the sin itself. As noted by R. Nahum Ash in his notes to Hilkhot Ishut (15:3), Rashi (there) too doesn't understand that it means that thoughts of sin are worse. Rather he seems to say that the effect of thinking about sin on the body, is greater than the effect of committing the act.
However, Rambam explains in Moreh HaNevokhim (III:8) that thoughts of sin are actually worse. That doesn't mean that it is halalkhically more severe, but that a sin committed with the intellect sullies the most lofty part of a person, while physical sins only sully the lesser baser part of a person.
This explanation is adapted, albeit using more kabbalistic language, by Rabbenu Bahya in his commentary to Deut. (29:18).
R. Betsalel Safran (Shu"t Rabaz Vol. II EH 26), however, suggests that it means that it is halakhically worse inasmuch as having sex with an unmarried woman may be only rabbinicaly forbidden, but fantasising about the act may be biblically forbidden.
