Jesus (as well as the OT & NT) were talking about fear in certain circumstances and of certain things. It's not a sin to be afraid of an attacker, in times of war, of injury through recklessness or accident, or a thousand other things. It IS a sin to be afraid of things like spiritual forces that have no power over you unless you let them and when you should be responding in faith or love instead of fear. In that case, fear is falling short of the glory of God.

Throughout the Old and New Testament, God and His prophets repeatedly and clearly command believers not to be afraid (for example Mark 5:36 '...Don't be afraid, just believe')

As God commanded it, isn't it a sin not to follow that command?