What does it mean that unbelief is a moral and not intellectual issue?

The quote you give is attributed to Abraham, by Jesus, in His account of the rich man and Lazarus dying. The rich man finds himself in torments in hell, Lazarus finds himself in the Bosom of Abraham, in bliss.

When the rich man pleads with Abraham to send Lazarus to his living brothers on Earth, to warn them about hell, Abraham rejects it, with those words of wisdom. His brothers (like the rich man himself) already had the scriptures and the instructions on how to please God and be blessed by Him. If they ignored that, they would also ignore anybody claiming to have returned from the dead to advise them of the after-life.

Whatever anybody thinks to the comment of Abraham, we all have to admit that scepticism about listening to scriptural accounts of life after death has never been higher than now. Not only have we denials about Jesus rising from the dead, such unbelievers often go on to claim that Jesus never even lived. And some believers, such as Muslims, who claim Jesus did live, deny that He ever died (which means He could never have returned from the dead).

Why do all those people show such unbelief? Jesus showed that they will not be persuaded. They have the scriptures that tell them, but they reject the scriptures. Yet the scriptures have the power to overcome unbelief. The gospel itself is the power of God unto salvation (Romans 1:16). Since unbelief is at heart, this is a moral, rather than an intellectual, problem. To such unbelievers in the authority of God's word, the scriptures, no amount of evidence will ever turn their unbelief to faith. But the revealed Word of God has inherent power to do just that (compare John 6:63; Hebrews 4:12; James 1:18; 1Peter 1:23).

As Hebrews 4:12 shows, God's word examines us and finds us wanting - not the other way around. Only those with humility to seek God in sincerity find the scriptures changing their one-time hard hearts to hearts that beat for God. God does not judge us as needing to be of a certain intellectual caliber before we can understand and believe Him. Neither does God judge us as needing to attain a certain high moral standard before approving us for Heaven. Yes, He judges us on our moral standing and finds us ALL failing, thus ALL are deserving of hell. But there is nothing quite like the subject of hell to expose the true moral corruption in our hearts, for Jesus returned from the grave and has warned us of the hell to come for those who refuse to believe Him.

He said to religious zealots, "If you do not believe I am who I claim to be, you will die in your sin" - John 8:23. And we are appointed once to die, and after that to face judgment - the judgment seat of Christ. AiH

Luke 16:31 made me think of the incident where a man begged Jesus to heal his son, saying "IF you can..." Jesus mildly rebuked the man for that "IF" after which the man cried out "Help me overcome my unbelief!" That's in Mark 9:24. The thing is, the man was not seeking intellectual proof - his was a heartfelt and emotional cry. He WANTED to believe!

It's also interesting that Romans 1:16 says that the gospel (which is the word of God) "is the power of God for the salvation OF EVERYONE WHO BELIEVES." Belief is a prerequisite to salvation.

With regard to the unbelievers of today, the atheists for example, even if someone was raised from the dead in front of their very eyes, they would still refuse to believe. That's because they don't WANT to believe, because belief in God and in Christ Jesus demands from us a moral response, and not merely an intellectual response.

Sins are based on morals. I have unbelief in atheism and sin acceptance. I don't believe any sin is OK and therefore a "good" moral standing. Unbelief is unacceptance not a moral. Accepting (believing) something is not necessarily based on ones intellect. Unbelief in bigfoot is not a moral decision or a real intellect decision.

A person does not have to be blessed with high intelligence to know God exists. In fact, God often reveals to little ones things He keeps hidden from those with much book-learning.

Believers have problems with intellect and will continue to do so until they recognise that logic is supreme.

It means they have run out of argument and are only left with BS

it depends what you are unbelieving in. the most rewarding things in life are emotional, not rational, like love, friendship, etc.

Some people think of belief itself as a virtue, so they think of skepticism as a moral failure.

It means that the person saying it is really clueless about what they are trying to say.