A thermal bridge is not the heat loss at a junction, it is the non-uniform heat loss over and above the uniform heat loss of the connecting plane elements spreading from the junction on either side: this can clearly be seen in the diagrams above.
The orange arrow in the left diagram shows the non-uniformity, the orange fill in the right diagram shows the corresponding area over which additional non-uniform heat loss is occurring. The plane element heat loss (measured by a U-value, W/m2K) is measured between inside finished surfaces, so a non-uniform heat loss can be generated by a change in geometry (e.g. a wall turns a corner) or a junction with a different plane element or other discontinuity. Thermal bridges are measured by ψ (or psi) –value, W/mK –the unit of length (m) is given because it relates to linear junctions.
What can be hard to understand is that ψ-values change as a direct consequence of U-values changing. Constructions where the plane elements have little or no insulation may have quite low ψ-values (which is a way of saying the non-uniform heat loss is very little because the uniform heat loss is very high), while highly insulated plane elements tend to have much higher ψ-values. The worst cases can be incomplete insulation retrofits which can have very bad thermal bridges and increased surface condensation risk: in the most extreme partial retrofit case (where significant amount of insulation are applied and no focus on thermal bridging) the sum of the thermal bridge heat loss (W/K) could be greater than the sum of the plane element heat loss (W/K).