Sundance says it's because you're a soft touch, always taking expensive vacations, buying drinks for everyone, and you're a rotten gambler.
9 seconds sound clip from the Butch Cassidy and the Sundance Kid movie soundboard.
You can hear this line at 00:30:21 in the Blu-ray version of the movie.
Quote context
[...]
- Crying's not for me, cos I'm never gonna stop the rain by complainin' because I'm free.
- You've come to get him for the Flyer?
- Can you believe I'm broke already?
- Why is there never any money?
- Hell, I swear, I don't know. I've been workin' like a dog all my life and I can't get a penny ahead.
- Well, that might have somethin' to do with it!
- Do you ever wonder if I'd met you first, we'd been the ones to get involved?
- We are involved. Don't you know that?
[...]