John Chrysostom

And if this were not so, but He have delivered all that were before Him from hell, how saith He, "It shall be more tolerable for the land of Sodom and Gomorrah?" For this saying supposes that those are also to be punished; more mildly indeed, yet still that they are to be punished. And yet they did also suffer here the most extreme punishment, nevertheless not even this will deliver them. And if it is so with them, much more with such as have suffered nothing.

Homily on the Gospel of Matthew 36 ↗

Jerome

Truly I say to you, it will be more tolerable for the land of Sodom and Gomorrah on the day of judgment than for that city. If it will be more tolerable for the land of Sodom and Gomorrah ((or Gomorheis)) than for that city which did not receive the Gospel, and therefore more tolerable, because to Sodom and Gomorrah the preaching was not given, but to this city it was given, and yet it did not receive the Gospel: therefore among sinners there are different punishments.

Commentary on Matthew ↗

Thomas Aquinas

But what is this? Will they not fare worse? Truly, I say to you, it shall be more tolerable on the day of judgment for the land of Sodom and Gomorrah than for that city, because, as it says in John (15:22): "If I had not come and spoken to them, they would have no sin." For they sin more who hear and do not, than those who have never heard. Therefore, perhaps those people from Sodom had not heard, so it will be more tolerable for them. Again, although they were unclean, they offered hospitality. …

Commentary on Matthew ↗

Remigius of Rheims

Or because the men of Sodom and Gomorrah were hospitable among their sensuality, but they had never entertained such strangers as the Apostles. Sodom and Gomorrah are especially mentioned, to show that those sins which are against nature are particularly hateful to God, for which the world was drowned with the waters of the deluge, four towns were overthrown, and the world is daily afflicted with manifold evils.

Catena Aurea by Aquinas ↗