We have no troubles here. In here, life is beautiful. The girls are beautiful. Even the orchestra is beautiful!
The Master of Ceremonies promises that what happens outside the Kit Kat Klub stays outside the Kit Kat Club. Life is separate from the cabaret, and inside the cabaret the problems of the real world are met by the world’s most aggressive bouncer. Only it turns out that the bouncer wears a brownshirt and heils Hitler. By the end of the film, the Master of Ceremonies is gone and the seats are filled those in Nazi uniforms. The message is clear: those who cling to the belief that it can’t happen here are bound to discover that, indeed, it will happen there.
Brian: Screw Maximilian!
Sally: I do.
Brian: So do I.
The carefree, decadent lifestyle that helped fueled the right-wing rise of authoritarian Nazi ideology is here made personal and domestic. Sally already knows that Brian does not like girls, but that he definitely like boys comes as something of a revelation. Even more so is that she now realizes Brian was right about her delusions of Maximilian marrying her and making her a Baroness. The real significance here, however, is the offhanded and casual way in which Max’s bisexuality is revealed.
Aren't you ever gonna stop deluding yourself?
This particular query is addressed to Sally in response to her expressed hopes that Max is going to ask her to marry him. It applies to Sally’s entire worldview in which she has taken the false idea of the cabaret being free from troubles into the outside world. Willful ignorance combined with falsely informed optimism is Sally’s standard operating procedure, thus making her into a metaphor for those who rejected the idea that the Nazis were a force to fear.
The Nazis are just a gang of stupid hooligans, but they do serve a purpose. Let them get rid of the Communists. Later, we'll be able to control them.
The delusion extends to Max as well. The bitter irony of this assertion is manifest and needs little in the way of exposition.
"Does it really matter, as long as you're having fun?
Sally’s motto, essentially. She likes to play the part of the decadent Bohemian and she does indeed enjoy having fun. But much of the fun that she intimately describes is fiction created to further her image. This hardly undoes her commitment to her motto: fictionalizing her own sense of carefree decadence is her way of having fun. But having fun at the expense of noticing the serious events unfolding in the world around you can result in disastrous consequences. Consequences that do matter.
Do you still think you can control them?
After witnessing the chilling scene of people rising to join the young blond Nazi in his song “Tomorrow Belongs to Me,” Brian directs this question toward Max. Max, remember, was convinced that the Nazis were hooligans who could be controlled and gotten rid of after having performed a purpose acceptable to non-believers. The number of people who stand up and join in the pro-fascist anthem is substantial and the turning point of a slow evolution throughout the film that shows the Nazis outnumbered and inconsequential at the beginning that culminates in the final image in the mirror of the cabaret audience dominated by patrons wearing swastikas.