You need to keep in mind that Agent Smith is the one who said this, not Neo. Not everything that a given character says is necessarily the absolute truth. Agent Smith is speaking from his own perspective, and of his own opinion, which is not necessarily the same as Neo's. Agent Smith may well believe this is the truth, but other people (in particular, Neo and the "good guys") may not agree.
At this point in the series, Neo is well on his way to becoming The One - an all-powerful (or at least way more powerful than usual) being who can bend the Matrix to his whim. Also, let's not forget what Neo did to Agent Smith at the end of the first movie - he possessed Smith in a manner similar to how the Agents possess regular people, and then "dispersed" him. (I won't say killed, because obviously Smith came back later.)
From Smith's perspective, this uppity human is making a power-play. He's gaining more power than any human ought to have over the Matrix. To make matters worse, Smith can't even begin to understand how a human got this powerful. To Smith, it certainly seems like Neo "wants everything." That's why he says what he says. It may seem true to him, but of course we, the audience, know better.
