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HAVE YOUR CAKE AND EAT IT TOO
"He works so hard to pay for that fancy house of his that he never has any time to stay home and enjoy it. I suppose you can't have your cake and eat it too. "
Having or wanting more than one can handle or deserve; trying to have two incompatible things.
(Similar to the phrases, "you can't have it both ways" and "you can't have the best of both worlds.")