What is so terrible about having an improper thought? Yes, we know it is forbidden, and it causes damage in the supernal world, and that really those worlds are very much the actual reality, and that it will G-d forbid lead from one thing to the next until it really brings one to no good, but even still we say to ourselves, let me be for a bit, a few thoughts, a little pleasure, what's the big deal?
So here's something to consider. G-d is completely above the paradigm of existence, He created existence, however in the existence He created, He also exists, and this existence of His is infinite. Anyone familiar with algebra knows that infinite can remain in a very small value – as a number approaches another in different increments, increasingly getting closer but never reaching. Such are the various classes that G-d created, the worlds of doing, speaking, thinking (asseeya, yetzeerah, breeya) and infinitely more, as the worlds approach G-d Himself, never reaching, but infinitely getting closer, each one in it's own class and restraint. In all of this, the prophet refers to G-d as continuously hiding Himself (Ail misstattair). The direction of the infinite existence of G-d in the whole layout of existence is to the esoteric, the more spiritual and hidden. The Ramchal asserts that the entire study of Kabbala – the study of G-d and how He runs the world, can be summarized as inner and outer (peneemeeyoos and cheetzoaneeyus). Always the inner, which is more spiritual, more refined and hidden, is the soul of the outer body, and completely encompasses it, rules it, and is it's very lifesource. Except for the final world in which man exists, where the body has a certain independence not recognizing its soul. The Torah (even the "revealed Torah") as well must be kept hidden and should not be taught in public places (Moed Kutun 16a).
All sexual gratification (which the Vilna Goan clearly classifies as a sin between a person and himself, any damage done to another person by this sin is purely collateral) is the body's insurgency over the soul. This is hijacking a person's manifest, from going in the way of G-d, and ever increasingly give strength to the unseen, the soul of yet a more esoteric plane, which by the way is the ultimate eminence of the traits of humility and tznius (modesty), where one hides himself preferring to reach further inwards than to show an outward, superficial exploitation, and all of this is hijacked and reversed by even a small improper thought and desire, which empowers the body, giving it precedence, giving it the dominion to drag and subjugate the direction of the soul to be reduced to an expression of the body (and if a person G-d forbids generates seed wantonly, this is the actual reduction of the ultimate spiritual manifest, to a coarse superficial coarse goal, HY).
The idea I presented above is actually found explicitly in the holy books, particularly in Rabbainu's Likutay Moharan, regarding fasting. Rabbainu reveals that on a day that a person eats, the food goes to his stomach and inners, and from there energy is sent up to the brain, it is the liver that is propelling the brain. When a person fasts, the direction is the opposite, the brain rules over the body (MeLeCh – king, rule – Moach – brain, Lev – heart, Cuvaid – liver, as opposed to the reverse order of CuLaiM – meaning embarrasment/incarceration – locked into the embarrassing control of the body).
The main thing is to sing Na Nach Nachma Nachman MeUman, which is the ultimate direction!