Even though this is one of the shortest scenes, I think, of the entire show, it’s one of my favorites.
On the surface, you think it’s just about Bradley: that his life is truly sad because he’s had absolutely no control over it from the second he was selected to be a potential Fuhrer candidate.
But if you read more deeply into the dialogue, Bradley mainly serves as a foil to Hawkeye’s character in this scene.
Riza joined the military academy of her own volition. She has her own goals to accomplish, her own motives, and her own reasons to keep moving forwards. The position she now holds is entirely based on her own decisions and actions, and on merit. Bradley, I’m sure, is somewhat envious of that. Because he’s really only a puppet. Father’s the one pulling all the strings. He hasn’t earned his rank or status or even his power, and he knows it. Hawkeye, in this regard, leads a life far superior to his.
But look at the way she reacts when he tells her that he was able to marry the woman of his own choosing. She freezes – stops what she’s doing entirely. Because no matter how pathetic or sad Bradley’s life is, he still has something that Riza doesn’t: the right to be with the person he loves.
That’s what this scene is really about. Bradley is telling her, “Pity me all you want, but I have the one thing you don’t – the one thing you want but can’t have”.
She and Roy don’t have the right to share “I love you"s at the end of the day. And he’s having fun reminding her that she can’t have him. He likes to drive the stake in her chest even deeper than it already is. (I mean, look at the way the bastard smiles in that last gif).
And honestly, he probably fucks with her feelings like this constantly once he appoints her to be his aide.