The words, "I will kill you" can not attack someone either.
Such a statement involves an unmistakable and explicit threat to kill someone. A burning cross has, at most, mere connotations.
But that is not all. If someone says "I will kill you" in a threatening way, then his statement is not constitutionally protected. However, if he makes the statement in a playful or joking manner (with a friend, for example), then the state may not punish him. The same statement may or may not be a threat.
The same rule applies to cross-burning. Burning a cross with the intention or effect of intimidating someone is not constitutionally protected. But merely burning a cross cannot be a criminal activity.