It is indeed a variation of a common rhetorical question in French: French speakers can express their feeling of being helpless by sentences such que veux-tu, que voulez-vous and endless variations. In your example, the mayor expresses his feeling of being unable to give what these people expect from him.

As it is indeed a rhetorical question, the interlocutor is not supposed to answer – or at least, they can answer with their own feeling if they agree ot disagree.

Ex:

Oui, mes prix ont augmenté. Tout augmente, que voulez-vous ?

Je sais que tu aimerais partir en vacances, mais j’ai trop de travail, qu’est-ce que veux-tu que j’y fasses ?

Je sais, c’est pas ce que tu attendais, désolé. Que veux-tu que je te dise ?

Que veux-tu, je suis folle de toi (chorus of a pop song by Yelle)