Morality can pertain to states-of-affairs (states of affairs can be moral or immoral, or one can be more moral than another), but insofar as we can do anything about it, morality pertains to thoughts and actions.
Consequentialism ranks actions based on how they affect states of affairs. Deontology ranks the actions in themselves, without regard for how they affect states of affairs. That is, it deontology tries to create rules for judging actions. It tries to put actions into classes. It tries, in short, to abstract actions.
This is why deontology fails. Abstractions do not exist, they are mental tools (concepts). It is not possible to come up with perfect abstractions -- the map is not the territory. Exceptions to deontological claims can always be found, or examples of where deontological moral rules conflict.
Consequentialism does not have these problems.