I've seen people claim that the A♭ clarinet is pickier about intonation than the E♭ clarinet, which, in turn, is pickier than the B♭ clarinet; that the soprillo and the sopranino saxophones are extremely difficult to control and it's recommended to learn to control the soprano saxophone before even trying; that soprano recorders are less forgiving and harder to play in tune than alto recorders.
Is this generally true for all wind instruments and, if it is, why?
Sounds very logical, and very likely the same for strings.
As I said in my comment, all is about relatives: small instruments work on higher frequencies, which in turn, are smaller wavelengths. This means that the differences of the length of the air column between two adjacent notes is smaller. (Note that it is the same on strings, that's why frets are getting closer apart on a guitar, the higher you go).
It follows that on small instruments, a small variation of the air column length (and on strings, a small variation of the free-length of the string) will have a greater impact than for big instruments. To be precise, the same variation will have a relative bigger impact, hence the need to be more precise in order to get a good intonation. Basically, on a meter sized column, a change of a centimetre does not bring you as close to the next note than the same change on a 10 cm column.
This is in addition to Tom's answer.
Although I am not certain, I imagine that the perception of pitch also influences the matter a little bit. My understanding is that the perception of note intervals changes between high and low frequencies. Our human ears perceive the same note interval (such as a semi-tone) to be larger between high notes than between low notes. As stated on the Wikipedia page of the Mel scale:
Above about 500 Hz, increasingly large intervals are judged by listeners to produce equal pitch increments.
So, on top of the fact that the same absolute deviation in length will have a greater relative impact on high notes, as Tom stated, the same relative deviation in note intervals will also have a bigger impact on high notes because we are more sensitive in this area.
