eat one's cake and have it, too
Also, have one's cake and eat it, too. Have a dual benefit, consume something and still possess it, as in Doug was engaged to Ann and still dating Jane; he was trying to eat his cake and have it, too. This metaphoric expression is often put negatively, as it already was in John Heywood's proverb collection of 1546: "You cannot eat your cake and have your cake."