For most religions, it would seem to make sense that the most righteous individual (in Judaism, that individual is called a tzaddik; צדיק) who does the most good deeds that are "pleasing to G-d" would acquire the best reward. There might be something said for complete obedience or compliance to a given set of religious rules, but not so much in Judaism. Judaism says that life is more nuanced than that, and is thus reflected in how G-d perceives us. We actually see this in the Talmud (Berachot 34b), where it says that a צדיק cannot stand in front of a ba'al teshuvah (בעל תשובה), who is an individual who was not observant but becomes observant. How can it be that a penitent receives more merit than a righteous individual? Because that individual has truly experienced repentance. What does repentance have to do with one's merit before G-d? This is where Pirke Avot 5:26 comes in:
לפום צערא אגרה.
The reward is in proportion to the exertion.
Although the word לפום literally means "according to the suffering," it has been commonly interpreted as "the reward is in proportion to the effort and difficulty exerted" (Rashi, Rav). Some other interpretations extend it to those not intellectually endowed (Midrash Shmuel) or are not as young as they used to be (R. Yonah), but the point is that the predominant meaning of the passage is that G-d understands our circumstances, and thusly takes them into account when judging our deeds.
For someone who is a צדיק, they have to exert little to no effort to perform a mitzvah. For them, it practically is natural. They hardly, if at all, have the desire to perform a transgression. For such individuals, performing such behavior is automated, natural. That is not how the vast majority of those who want to do good in this world operate. For so many of us, there is the internal struggle to want to do right and do what feels good. While they are not inherently mutually exclusive, we see this dichotomy play out time and time again. Struggle is part of the typical human experience. A lot of us question if G-d exists or why G-d would allow for something bad to happen. We doubt, we question, we transgress. It's part of the human experience. Personally speaking, I'd rather have that struggle. Yes, it can be [more than] annoying at times, but it's what makes life worth living. To be able to do what G-d wants in spite of that struggle is what puts the biggest metaphorical smile on His face, and for that reason, I would rather be a mensch than a tzaddik.