He bases his answer on the teaching of Chazal (בּרֵאשִׁית רִבָּה ט ה), which states that the phrase וְהִנֵּה טוֹב מְאֹד - "and behold it was very good" said about the creation, is a reference to the creation of the yetzer hora. The Maharsha explains that, contrary to what we think, the yetzer hora is considered a "very good" thing. It provides us with an opportunity to challenge it, fight it and overcome it, and thus merit untold reward in the world to come. Without the yetzer hora, we would not have this opportunity to grow and develop spiritually and earn eternal reward.
For this reason, the tzaddikim will mourn when the yetzer hora will be slaughtered. They recognize that the yetzer hora provides them with a great opportunity for spiritual growth and that its removal means the loss of this opportunity. The tzaddikim understand that the yetzer hora was a necessary part of their spiritual journey.
(טִיאָרְהַ דֵּה אַגָּדוֹת סֻכָּה נב ע"א ד"ה הִיָאךְ)
An Agent of Divine Pleasure
Reb Pinchas of Koritz delves further into this and explains that when the Gemara refers to the Tzadikim, it is referring to those who serve Hashem in a completely selfless manner. These individuals have only one intention in all that they do; to give pleasure to Hashem. They do not consider their own desires or hardships and focus solely on fulfilling the will of Hashem.
Despite the yetzer hora constantly tempting them to fall into sin, the Tzadikim overcome it. This brings Hashem great pleasure, as it says in the Zohar Hakodosh (ח"ב קכח ע"ב) that this is the highest form of Avodas Hashem. With the coming of Moshiach, when Hashem will take away our Yetzer hora, these individuals will indeed be more exalted than the Malachim, and they will not have to constantly struggle in order to remain righteous. But they will be bothered by their constant and paramount concern: "וואָס וועט דעם טָאטֶן אַרוֹיסקֻמען": what will my Father gain from it? The ultimate goal of the Tzadikim is to serve Hashem in the most selfless and pure manner, and to bring pleasure to their Father in Heaven. With the abolishment of the yetzer hora, they will lose the ability to give such pleasure to Hashem, and that is why they will mourn it.
(אִמְרֵי פִּינְחָס שַׁעַר עֲבוֹדַת ה' אוֹת עז)
This approach encourages us to embrace our struggles and nisyonos with love, because we understand that by overcoming these obstacles, we bring Hashem immense pleasure. Rather than perceiving ourselves as mere human beings, driven by animalistic tendencies and inclinations, we should view ourselves as divine beings, a חֵלֶק אֱ-לוֹהּ מִמַּעַל, who have been granted exclusive opportunities to generate pleasure for the One above. By adopting this mindset, we can find motivation to overcome any obstacle that comes our way.