It is difficult to ride a tiger.
Sometimes it is more dangerous to stop doing a dangerous thing than to continue doing it.
Example:
You shouldn't take any more loans. You're already in debt.
B: If I don't make a loan, I can't repay the loan I already have. You know what it is-it's hard to ride a tiger.
A paper tiger
A country or organization that looks powerful but is not.
Example: Can the UN make a difference, or is it just a paper tiger?