There is nothing wrong with thirsting for righteousness, so in that sense there is nothing wrong with wanting to “always be right”, per se. Holding on to the insistence that one must always be recognized by others to be right, however, will probably eventually violate charity, patience, kindness, or humility, or a combination of these, depending on the motive. It is a bad habit, at the very least, if not a vice in and of itself.
You might be obnoxious about exerting your position as correct because you are greedy for authority over others, because you are impatient with those who are slower than you are, because you envy the recognition someone else gets that you have not gotten, or because you want to be thought of as better than someone else. The need to be beyond criticism might also betray a lack of faith in God’s forgiveness or a desire to evade correction.
I don’t know why you’d want to classify this as “lust”, though? If you know someone who wants to confess this, confessing the need to be right all the time as “lust” will give your confessor the entirely wrong idea. It’s a bad idea to use classifications of sin that in any way obscure sins we are trying to confess. It is like self-diagnosing instead of giving a good medical history. Tell what you do that is wrong: "In discussions, I always have to be right. I can’t allow anyone who disagrees with me go unchallenged. If I did, it would…(make me explode, make me look bad, lose me my leadership position, give lazy thinkers too much credit…)
Confessions are not therapy sessions, but when in any doubt, let the “doctor” do the diagnosing as to what your sin is. That way, the medicine is more likely to speak directly to your illness.