Well, I got round to a particular scripture 1 Cor 6:18 which tackles this particular issue.
1Cor 6:18 Flee fornication.Every sin that a man doeth is without the body;but he that committeth fornication sinneth against his own body.
Apostle Paul says that every other sin a man does is outside his body-now honestly I had never understood this thing till Gill (commentator). This is what he says
... other sins are committed by the body, and by the members of it as instruments; they are generally committed by the abuse of other things that are without (outside the body), and do not belong to the body; and so do not bring that hurt unto and reproach upon the body,...
In essence, other sins cause harm to what is outside the body.
He goes on to say that those who commit fornication/sexual immorality sin against their own body.
This is what Gill says
...not meaning his wife, which is as his own body; but his proper natural body, which is not only the instrument by which this sin is committed, but the object against which it is committed; and which is defiled and dishonoured by it; and sometimes its strength and health are impaired, and it is filled with nauseous diseases hereby.
So, what God is telling us essentially is that your body is the greatest thing of value you possess. Your body is sacred and should be treated as such. Mind you sexual sin exposes us to sickness, stress etc so your health and sanctity are of great importance to God and should be to yourself as well.
So when we talk about greater sin, I guess we are talking about the effects of that sin not the gravity of it.