Some people claim, "Hey, that's how G-d made me, so it's his business". If that's the case though, what are we here for in this world? Can we also say that murderers, pedophiles and rapists are that way by nature too and so it's G-d's problem?
We are here in this world to play a game called "LIFE". And the way we get points and proceed to the next level is by fighting the inherent bad inside us. The Pasuk says "Ki Yetzer Lev Ha'adam Ra Mi'ne'urav" (the inclinations of man are bad from his youth).
So others will say that only evil which hurts others needs to be worked on. But think about it, what really is the difference? If we believe that G-d wrote the Torah, and we believe in our sages words, then we also believe that every time we gaze at things we shouldn't and spill our seed etc, we are destroying G-d's world! So then, this too is destructive and we must work on it, even if it is against our nature. G-d created us, so he understands out nature. But he gave us guidelines to curb our natural destructive tendencies, and when we follow these guidelines we are building the world. And when we don't, we are destroying the world.