Christ in addressing Murder first, and Lust second, is following the order of the commandments as they were given by God. In the 21st Century lust is so common in every part of advertising, film making, storytelling, and daily living that you might overlook its insidious nature.
Lust is a sin which begins with looking, is conceived in the heart, and executed in actions and deeds. We might think of some familiar men in the OT who struggled with this sin. David lusted after and pursued Bathsheba, the final outcome Murder (2 Sam 11ff). Or we might think of Solomon who multiplied wives, over 700 which led him astray from God (1 Kings 11ff). We might also think of Potiphar’s wife, who lusted after Joseph. Or the whoredoms of Jezebel (2 Kings 9:22, 2 Chron 21:31), and of course Eve, who seeing the fruit, desired it in her eyes, and took and ate.
Lust of a sexual nature as applied here by Christ is directed to the sanctity of marriage, the intimate and personal relationship which was established in the Garden between a man and woman, in the eyes of God, for his glory. That image which he has uses repeatedly to address you beloved as his bridegroom. The defilement of which he pictures through his prophets in condemning the lust which draw away the hearts and minds of all those who are created in his image. But especially those to whom he has entering into a covenant relationship. When you beloved as children of the Living God, lust for more than you have been given in your marriages, your jobs, your church, your bank accounts, your children, your status, or anything else. You in effect covet, and this is what lust is. Christ is marrying the 7th commandment to the 10th.