Wiktionary
have it both ways
vb. (context idiomatic English) To have two things which are mutually incompatible.
Usage examples of "have it both ways".
The Catskill eagle in our souls, soaring from the darkest valleys to the highest peaks, will have it both ways, even today, when the Judge Pyncheons of the world seem to have it all too certainly sewn up.
I don't doubt the Conservatives will bitch and moan, and so will the Liberals, but they can't have it both ways.
The customers are torn between needing someone and wanting to be alone at the same time, which has probably always been the name of that particular game, even before we had the neuroelectronics to enable them to have it both ways.