There is a Gemara in Masechet Chagiga that says, “Theft and illicit relationships are things that a person’s character, covets and craves.”
The Ramchal claims that overcoming the drive towards theft, is more difficult than with illicit relationships. This is because, it is more obvious to an individual that what he is doing is wrong, regarding forbidden relations. But the matter of theft, has so many aspects to it, that rationalizing becomes the justification for acting improperly in money matters.
The Ramchal continues by saying that most people are not outright thieves. Nevertheless, most get a “taste” of theft, in the course of their business dealings.
There are so many details that a G-d fearing Jew must be aware of, in order to remain perfectly clean. The Torah forbids lying to one another. There is the matter of the removal of a landmark. One must not overcharge beyond the accepted market price.
There must be proper weights and measures, and the taking of interest, is forbidden on all levels.
One who works on an hourly basis, is considered a thief, if he wastes time, during his hours of employment. There are even rules as to what is acceptable in winning over customers from a competitor.
We see that since there are so many different ways one can act dishonestly, and there is pressure to earn a living, the drive to steal, is considered greater than that of illicit relations. The beauty of the Ramchal and Messilat Yesharim, is that necessary reminders are provided, to prevent us from stumbling, in instances where we may not be aware.