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.