Why do we say "There's no such thing as a free lunch"?

Meaning:

You can't get something for nothing

Background:

Strangely enough, this doesn't appear to be a particularly old expression. The first written reference is said by some to be in Robert Heinlein's The Moon is a Harsh Mistress (1967) in which one of the characters (Manny?) says 'there ain't no such thing as a free lunch' - which coined the acronym TANSTAAFL. However, other sources say that it was in use as far back as 1949, with some attributing the expression 'there's no such thing as a free lunch' to Professor Alvin Hansen - a prominent economist at Harvard.

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