No doubt. Something else to consider in all this is that sin has its own "rewards" and they usually aren't all that rewarding. While some folks are happy in their sin, at least for a time, usually in the long run they aren't or won't be. It seems that many Christians seem to forget this.
Illicit sex can lead to a string of shallow, meaningless relationships, heavy drug use and addiction can lead a person to ruin in several different ways, gambling addiction can lead to financial ruin, etc. They all provide immediate gratification in some way, but usually aren't excessively harmful if indulgence is limited and/or controlled. It's when vices become habits/addictions that the "rewards" really begin to manifest themselves in problematic ways.
When we have laws punishing people under various aspects of these behaviors, the law is merely "piling on" another level of problems to people or in many cases is the biggest problem that person has had to date regarding the vice. While some people whose lives may already be wrecked because of their excessive vices might eventually benefit from the state intervention in the long run, most are just merely hurt by the state's intervention in ways far more injurious than their vices have been. For instance, the casual drug user whose not an addict can have his life radically altered for the worse because of a drug arrest, while the over-the-edge hard-core addict might benefit from state imposed discipline in rehab.