The difference is simple: unless the zygote is implanted, it has no chance of evolving into a human being and it has no effect on the female’s body. If it does implant, it just made the first step (but only the first step) toward the final destination: to become a human being. Also it starts to have effect on the female’s body - quite unpleasant at the beginning, for example morning sickness. An example: it is just like an acorn on the ground or buried in the ground. The first one cannot grow into an oak tree, the second one - MAY. Mind you, the process is still not certain (either for the zygote or the acron) but at least the first step is taken.
For me the word “sin” has multiple meanings (as do many other words). On this board it is mainly used in the religious sense: disobedience to God. Of course if someone does not believe in God (I don’t) that meaning becomes vacuous.
There are several “problems” here: no one knows for sure if God exists or not, but some people believe it from the bottom of their heart. However, no one can really know what God’s wishes are. God does not manifest himself to us, so the best people can do is rely on the Bible (which has been written by fallible humans) or rely on perceived authority (the Church) which is also comprized of fallible humans. So at best, people who talk about “sin” and God’s will declare what they think God’s will is. Since I don’t accept Bible or the Church as reliable authority, I discard the concept of religious sin completely.