If the mighty works, which have been done in thee [Capernaum], had been done in Sodom, it would have remained until this day. But I say unto you, That it shall be more tolerable for the land of Sodom in the day of judgment, than for thee.
Sodom and Gomorrah were given an opportunity. Read the story in Genesis 19. But consider what the names of these cities suggest to us; Sodom has become a symbol of everything that is false and ugly in man as the result of the Fall. Sodom and Gomorrah suggest profligacy, born in the very gutters of sin, with marauders walking the streets with eyes that stand out in lasciviousness—those were the characteristics of the life there. Now what our Lord said in Matthew 11 was that the case of Capernaum and Chorazin and Bethsaida was worse than that of those Old Testament cities.
Now this can mean but one thing, which is that the judgment of all men and women is ultimately going to be in terms of their relationship to the Lord Jesus Christ. We are not told that the moral life of these cities was the same as that of Sodom and Gomorrah. We can be perfectly certain it was not; there were none of those evil men roaming the streets in their lusts. There was nothing like that at all, and yet they were worse than Sodom and Gomorrah! Why? Here is the answer: He had lived in Capernaum; He had walked its streets and made it His headquarters. Not only that, it was there that He had worked some of His most mighty and marvelous deeds. It was out of these cities that people like Peter and Andrew and Philip had come, and where our Lord had manifested His glory in a most signal manner. Yet these people went on living as if He had never come at all; that is the source of judgment.
~The Heart of the Gospel, pp. 100-101, qtd in Walking with God Day by Day: 365 Daily Devotional Selections by Martyn Lloyd-Jones