I will truly never get that saying. If you have cake - why on earth would you not want to eat it?

But that aside, I would say that it depends on the people involved, and I'd also add in that in monogomous relationships, people will always get hurt, just possibly by different things? And the idea is also to learn to cope with feelings such as jealousy rather than expect your partner to prevent them from happening which seems impossible. But of course as someone said - to each their own. Maybe we don't always have to understand other people's life choices and just let each other be (not saying that you were implying anything else).