The idiom means facing two equally unpleasant dangerous or risky alternatives, but the contradiction describes being caught between two easy choices where both options will lead to positive consequences.
Consider the statement "Mr. Owens had an expression for two things he found equally unpleasant: I'm caught between two easy choices where both options will lead to positive consequences, he would say.". Is the statement "Mr. Owens had an expression for two things he found equally unpleasant: I'm between the devil and the deep blue sea,he would say." false? Yes/no/unknown