Philippians 4:4-7 Rejoice in the Lord always; again I will say, rejoice. Let your reasonableness be known to everyone. The Lord is at hand; do not be anxious about anything, but in everything by prayer and supplication with thanksgiving let your requests be made known to God. And the peace of God, which surpasses all understanding, will guard your hearts and your minds in Christ Jesus.
Titus 1:15 To the pure, all things are pure, but to the defiled and unbelieving, nothing is pure; but both their minds and their consciences are defiled.
I think I see where you are coming from but I believe Roosh is pointing out how when you start to uproot large and obvious sources of sin in your life, you become aware of all the smaller ways you are still missing the mark, and this bothers you. I suppose the more elevated your consciousness becomes the more aware you will be of all your faults, and how filthy and impure they are would bother you more.
Thank God for Christ and His atonement. My sin although forgiven is still disgusting and abominable to me as it is to God, and I wish I could conform more closely to the standard set by Christ when it comes to things like not judging or hating others, not retaliating in word or deed, not being lazy and slothful, keeping my mind on God instead of the world, having the right attitude, and many other things. Even just avoiding cursing when angry is not easy for me because it's such a deeply ingrained habit and sometimes seems like the only way to get my point across quickly and hard enough when I am emotionally worked up. Let's say I have a hard time calming down and tend to go into a downward spiral when it comes to things like anger and depression. This is a major sin and I have to avoid anything that gets me even in that ballpark.
I have noticed how things I used to enjoy, rock music for example, can seem enjoyable now but have bad after-effects. For example I might be feeling good, and decide to lift weights while listening to Van Halen. Not some overtly satanic music like Metallica, but just hard driving, loud rock music. Then afterwards I end up depressed and low energy, irritable, generally having a bad attitude, not able to concentrate well on work, etc. Whereas if I had done the same workout while listening to Russian Orthodox chanting I would be in a much better frame of mind for the rest of the day, much more ready to deal with stress and things that bother me without getting angry. Obviously it's because the rock band is just singing about getting drunk and high, fornicating, and creating loud, obnoxious music to show off their skills in order to exalt themselves and basically have people worship them. And this is supposedly the "good life" we are supposed to be "rocking out" to. All of that is false, stupid and pointless, and has a bad effect on my soul.
In summary I get what Roosh is saying about how these seemingly little things actually make a huge difference, and not in a "purity contest" kind of way but as in, they personally bother and disgust you, and reduce your quality of life, so you want to get rid of them.