You can't have your cake and eat it too

You can't have your cake and eat it too: Não se pode ter tudo, se você quer as vantagens tem que levar as desvantagens também, não é possível se obter só a parte boa de uma coisa que também tem sua parte ruim

“He works so hard to pay for that fancy house of his that he never has any time to stay home and enjoy it.

Yes, you can't have your cake and eat it too.”

“John: So Tom did you get that English class you wanted?

Tom: Yes, man. I love it. However the teacher is a total bitch!