Are behavioral addictions less worrisome than drug addictions?

No. To assess addiction, whether it's behavior or a substance we need to know how the addiction interfering with your life, whether you spend most of the day involved in addictive behavior. Any of these can lead to the loss of job, family, life-savings. Asking what is better, behavioral addiction or drug addictions is like asking what is better, prescription drug addiction or illegal drug addiction.
Similar destructive. It helps to look at the similarities: both sabotage a normal full & diverse daily life many other previously valued activities given up because of it. Is continued despite individual knowing it is causing major problems in his/her life. Unwillingness to discuss with others openly & causes defensiveness. Secretiveness & resistance to change. Feelings of shame and desire to change but unsuccessful.