I realize this isn’t very helpful, but it’s really impossible to generalize about what Protestants do or do not consider sinful, because Protestants vary so much. One group might think living in a homosexual relationship is okay, while another might think it sinful for a woman to so much as cut her hair. I have known of Protestants who considered it sinful to use nicknames, e.g., “Jim” for “James”, “Bob” for “Robert” and so on. Others think it’s fine not only to change your name, but your gender. (Or attempt it)
Again, I know it doesn’t really answer the inquiry, but it might be helpful. Generally speaking, Catholics hold the view that certain things are directly forbidden (or mandated) in the Bible, and those things must be obeyed if they are directly stated. “Thou shalt not kill” for example. Catholics also hold the view that the Church has authority to declare other things (derivative of the Gospels, or applications of them) forbidden or mandated. Protestants, generally, do not accept that, and hold that one either is entitled to come to his own conclusions about such things from the Bible or is somehow inspired by God to believe this or that.
Catholics also hold sin (contrary to popular belief, even sometimes among Catholics) more lightly than Protestants in a particular way. Catholics hold that the Church has been given the power to forgive sin; to “lift the burden” so to speak. Protestants generally don’t think their churches have any real power to do anything in the moral realm. (There are exceptions, but not many.) If a Catholic goes to confession, he may well regret having sinned, even deeply so, but he is assured that “it’s over” in a salvation sense. Many Protestants have more of a struggle “If I’m saved, why did I sin? Am I really saved?”
The core of the difference is in how each sees the Incarnation. With Protestants (not all, but probably most) it’s vertical. Jesus died for our sins and took them away, so now we can have a direct relationship with God. With Catholics, it’s also vertical, but a bit more horizontal as well. Jesus took on human nature and, by doing so, redeemed it, sharing some of His power with us in the form of the Church.