Любить тепло - и дым тер петь

There is no advantage without some disadvantage. See Любишь смородину, люби и оскомину (Л)

Var.: Любишь тепло - терпи и дым

Cf: Conveniences have their inconveniences and comforts their crosses (Am.). Every commodity has its discommodity (Br.). Не that would have eggs must endure the cackling of hens (Am., Br.). If you want to gather honey, you must bear the stings of bees (Am.). If you would enjoy the fire, you must put up with the smoke (Br.). No convenience without inconvenience (Br.)