Edit: I'm talking 'real' harm. The kind you could sue someone for, with real actual damages. Not simply emotional distress or inconvenience.
If I run for president and lie about my positions to get elected, have I harmed anyone? Is it a crime?
If I create a second identity and maintain two relationships in different states, have I harmed anyone? Is it a crime?
In response to your edit, yes, that's exactly the point. Not all harm can be sued for. Not all wrongs are illegal. Some wrongs cannot be illegal.
If I promise to be faithful to my wife and then cheat on her, do you believe I've done anything wrong? If so, do you think it should be illegal?
Or let's take emotion out of it and focus on "real actual damages". Say I verbally promise my friend a job at my company in New York and encourage them to move here, with no intention of actually hiring them. Have I harmed them if they trusted me enough to sign an expensive lease in New York? If so, should it be illegal to break a verbal promise? Should everyone act like robots and refuse to trust each other without written contracts?
For example, we have a culture that (rightly) discourages lying, but making lying illegal would be a disaster.