"Dammit Bobby" (said with Hank's voice.) Inside joke. I'm sure not everyone gets it. Hahaha!
First of all, I've never heard anybody ever say this...ever. Maybe you misheard. You probably heard somebody say something like, "If you can't find it in Bangkok, it probably doesn't exist."
Second of all, if you do hear people say this, why does it imply something bad about the city?
Third of all, that statement just doesn't make sense. Why would the speaker show regret in the fact that Bangkok has what the listener is looking for? I would think that it implies optimism. i.e. "Alright! I can find it in Bangkok! Yeah!!!"
Lastly, why would it be assumed that Bangkok has what the listener is looking for when all other searches have come up empty? If I had trouble finding the original gold-encrusted, quetzal-feathered headdress of the first ruler of the Olmec civilization, I would not assume that I can find it in Bangkok.
So, who is saying this?