Sukkah 52a has an interesting story with Abaye (translation from Sefaria.org)
כי הא דאביי שמעיה לההוא גברא דקאמר לההיא אתתא נקדים וניזיל באורחא אמר איזיל אפרשינהו מאיסורא אזל בתרייהו תלתא פרסי באגמא כי הוו פרשי מהדדי שמעינהו דקא אמרי אורחין רחיקא וצוותין בסימא
It is like this incident, as Abaye once heard a certain man say to a certain woman: Let us rise early and go on the road. Upon hearing this, Abaye said to himself: I will go and accompany them and prevent them from violating the prohibition that they certainly intend to violate. He went after them for a distance of three parasangs in a marsh among the reeds, while they walked on the road, and they did not engage in any wrongful activity. When they were taking leave of each other, he heard that they were saying: We traveled a long distance together, and the company was pleasant company.
אמר אביי אי מאן דסני לי הוה לא הוה מצי לאוקומיה נפשיה אזל תלא נפשיה בעיבורא דדשא ומצטער אתא ההוא סבא תנא ליה כל הגדול מחבירו יצרו גדול הימנו
Abaye said: In that situation, if instead of that man it had been one whom I hate (a euphemism for himself), he would not have been able to restrain himself from sinning. (After becoming aware of so great a shortcoming) he went and leaned against the doorpost, thinking and feeling regret. A certain Elder came and taught him: Anyone who is greater than another, his evil inclination is greater than his. (Therefore, Abaye should not feel regret)
What does this principle mean? It can't be understood literally, it defies logic. The more righteous a person is, the more lusts he feels for women and murder and stealing etc.? Usually we see the opposite...
I once heard an explanation that "greater" means more sophisticated. Instead of immature desires like food and pleasure the temptations are more refined. The problem is it doesn't fit the context of the story and Abaye's realization about himself
Answer
See the 6th chapter of Shemonah Ferakim in which Rambam mentions this aphorism, as part of his presentation of seemingly contradictory sources about whether it is better to have a negative urge and fight it, or to not have the urge at all. His conclusion is that the urge towards sins whose impropriety is generally intuitive is indicative of a character flaw with the person. Accordingly, it would be better to not have such an urge at all. The urge to commit sins which are not intuitive, however, is not indicative of a shortcoming and it is better to have them and overcome them.
In this scheme, the intent of the Gemara suggesting that greater people have greater urges towards sin, would be speaking specifically of sins which are not intuitive; commonly referred to as hukkim.
This category of hukkim includes forbidden sexual relationships, as is evident from his entire discussion there. For example, he cites a Tannaic teaching (Sifra Kedoshim 4:9:12) that a person shouldn't say that he doesn't yearn to commit various sins, including forbidden sexual relations, but rather that he yearns for them, but nevertheless resists and desists. Rambam explains this statement, as referring to hukkim in particular.
However, the passage does not, as you suggest, refer to murder and stealing, which Rambam specifically lists as sins which ought to be intuitive.
R. Ovadya Sforno seems to have a very different understanding in his commentary to Genesis (3:1). He equates the greater urge towards sin that the great have, with a greater capacity for imagination; picturing and fantasising about the act of sin. (Accordingly, presumably he understood the "great" in the sense of intellectual giftedness). Importantly, accordingly, it is not righteousness which leads to the urge to sin, as the question presumes, but rather intellectual and emotional gits.
Additionally, it seems likely that not every sort of sin would be included. For example, within the example of murder, the greater, i.e. more imaginative person would perhaps be more likely to become obsessed with a scenario in which involves killing someone, but not necessarily be any likelier (and perhaps even less likely) to commit a crime of passion, in the heat of the moment.
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