That’s an interesting question. I’m not sure whether it’s sinful or not, but it is certainly pointless, at least in the examples you mentioned. Perhaps the waste of energy is a sin.

Regardless of whether it is sinful, it isn’t helpful for you, so I’d pray to stop wishing them.
But your question causes me to think of a few questions:
- When you say that you wish the Church taught differently, do you understand that (in these sorts of matters of dogma) you are wishing that God were different than He is? Do you wish the nature of goodness were different? What does it mean to wish that?
- Or do you just mean that you wish it were easier to live by these teachings (e.g. pre-marital sex)? There is nothing wrong with wishing that you had less temptation to sin. You pray for it every time you say an Our Father.
One way to help you stop wishing this is to examine why the Church teaches these things and pray about them. Also if you feel that you have committed a sin in the way you think about them, you can go to confession and say something like, “I’m not sure whether this is a sin, but I feel wrong about the way I think about X.” You will probably get quite different responses about its sinfulness depending on the priest you go to.
Of course if it were matters of discipline, e.g. priestly celibacy, you could wish it were different, but you would have to be reasonably careful about to whom you said it, as you do not want to cause scandal.
Good luck!
–Jen