Hard to resist this thread as its digging into sports I've dedicated a lot of time to ... running, climbing, cycling, rowing and x-c skiing (the one I have the least experience with, but some).
Here's a subtle distinction for the rowing versus x-c skiing comparison ...
As many posters have pointed out, both involve all the major muscle groups, allowing an athlete to burn a tremendous amount of oxygen in a small amount of time, leading to high degree of exhaustion.
Both also require a high degree of skill and coordination (running, not so much). Like another poster mentioned, the goal of any race is to post the fastest time and/or cross the finish line first. So, if you blow yourself up too early you'll lose all the smoothness and glide that are essential to going fast on skis or in a boat , meaning you'll lose the race. The athletes have to save their hardest effort for the final sprint because collapsing even a bit too early means technique erodes and you end up getting smoked.
Here's the subtle distinction for rowing: in the smaller boats (single, pair or double sculls) technique and balance are paramount all the way across the finish line. One bobble and you'll lose all boat speed. In the bigger boats (four, quad and eights) technique is still vital, but the athletes can afford to flail about a bit more without sacrificing speed.
So I'd argue that rowing in an eight, especially in the middle seats, creates the best conditions to absolutely decimate yourself. And, of course, on an erg technique counts for next to nothing . Erg tests are universally feared by rowers because they reveal pure fitness -- but ergs "don't float." Some rowers with great erg scores are like anchors in a boat since they never figure out how to row smoothly.
Running, I'd say, also allows athletes to dig super deep into the pain zones because you can sacrifice form and technique and still maintain speed through sheer effort, especially during the final kick. The only reason that the other sports leave athletes gasping a bit harder is that the full-body muscular demand is less due to the very limited role of the upper body.
But running hurts more, I think, because of the relentless jarring of the footstrikes -- it's not a gliding sport like rowing or x-c skiing. There's no hiding in the draft as with cycling. And in climbing the whole goal is to not get blindingly pumped because when you do you're about to fail on your "90-degree 5.14a/b" project.