It's no more true than saying a woman will always want she can't have.
Having said that it's human nature to desire things we (do not) have. That's what motivates us to go to work and earn money. Dreams and goals are all about (wanting) things. Sometimes we get them and other times we don't. Most people don't want things they "can't have" but very often they want things they "don't have".
There was a time where it was almost acceptable for a man to pursue a woman who showed little or no interest in him.
He'd send her flowers, write her poems, compliment her on her clothes, offer to assist her in anyway with the hope that one day she would agree to go out with him. You would hear about long-term married couples where the woman rejected her husband's suggestions of going out numerous times prior to saying "yes".
It was thought to be "romantic" or "playing hard to get". Today those men would be considered "stalkers" or be sued for "sexual harassment."
The vast majority of men today want women to meet them half way or at least show a "sign" that there is a mutual interest. If they see she has no interest whatsoever they tend not to pursue them. (In the U.S.)