Then I discovered that "you can't have your cake" means "you can't keep it" because if you eat it, it will be gone. In other words, there will be no more cake to have because you ate it all up, so don't expect to be able to save any for future enjoyment.
Michael Quinion, a British language geek and media dude explains that the phrase was
...first written down in John Heywood’s A Dialogue Conteynyng Prouerbes and Epigrammes of 1562: “Wolde ye bothe eate your cake, and haue your cake?”. John Keats quoted it as eat your cake and have it at the beginning of his poem On Fame in 1816; Franklin D Roosevelt borrowed it in that form for his State of the Union Address in 1940...
But I still want to have my cake and eat it too! (metaphorically speaking)