The more massive a star is, the hotter it has to burn because?

Think of our own planet. The rock deep inside the Earth's mantle is denser and under higher pressure than the rock near the surface because of Earth's gravity; the higher density and pressure underneath generates an upward push that balances this gravity. Also the mantle is hotter than the surface, because the work done by gravity in compressing the rock is stored as extra thermal energy.

So it is with the plasma in stars. Gravity makes the plasma hotter and denser deep inside than near the surface, and the more massive the star the greater the amount of this geating and compression.

But with stars there is another factor: hotter and denser gas reacts faster by nuclear fusion making the core hotter still. It's a positive feedback between gravitational heating and nuclear fusion that makes massive stars burn much faster and hotter than less massive ones -- and thus massive stars exhaust themselves faster even with their greater mass. Massive stars, under the stress of tremendous gravity, live fast and die young.

Because of the increased gravitational pressure at the star's core, which results in higher temperatures required for nuclear fusion reactions to occur, a star with greater mass must burn hotter.