In his book Respectable Sins Jerry Bridges describes why so is truly so awful. In chapter three the Malignancy of Sin he gives several reasons, I felt that i should share them with you.
Our sin is an assault on the majesty and sovereign rule of God.
We despise God Himself when we sin.
We grieve our Father's heart.
We presume on His grace.
Every sinful thought and word and deed we do is done in His presence.
Christ suffered because of our sins.