True Detective drops more hints about the possible identity of the Yellow King [Recap: season 1, episode 6]

To me, that statement was the most inscrutable thing that Maggie said. What does Rust want?

To me he seems just as much a slave to his instincts … he can’t resist the call of the hunt even when it puts his job and life at risk. He sees ghosts everywhere that call out for justice. Rust has little choice but to follow, he is just very deliberate about how he does it. Recently though we’ve seen several interrogations where Rust either got physically or psychologically violent. Was Maggie deluding herself about Rust because he was kind to her?

At face value, Maggie was probably talking about Marty’s inability to contain his sexual urges (juvenile instincts), but he has obvious violent urges as well (a man’s game).