What Do They Want?

Emcee's role is to entertain the patrons of the Kit Kat Klub and he seems to be dedicated to this. In order to really connect with the character, we must assume that there is more to him than just the host we see. 

His continually upbeat performances could well be masking an internal conflict; nobody is happy all the time and the darker facets of his character could be incorporated into his makeup. An inner sadness would suggest that his interactions with the audience are a coping mechanism; he is often seen to be making light of everything but that is not a reflection of how he feels inside. 

Weimar Berlin was a period when the Nazi Party were rising to power and homosexuality was frowned upon... Gay men would soon be severely persecuted for their preferences and if we assume that Emcee is bisexual at the very least then we can conclude that this is what he feels a deep sadness about; his time on stage at the klub could be his only outlet for expressing who he truly is. I think Emcee wants to have the same freedom of expression in his every day life that he does on stage.