It's a statement a mom or
dad would make, while exasperated with their
child for having broken some household item. For instance, a mother buys a new small appliance for her kitchen, let's say its a stand mixer. The kids start playing with it and
jam something in the blades and burn out the motor. Mom walks in and sees the mess and yells, "
See! That's why we can't have nice things!"
It's a comment that is actually an irrational thing to say, but it's funny for that reason. A very "mom/
dad" thing they would say in the heat of the moment.