Does the phrase "sin to complain" sounds really natural in British English?
For native speakers only

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To an American Catholic “It’s a sin to complain” would sound very natural.

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Did you mean "Can't complain"?

I haven't heard this before either.

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- How's your holiday?
- Splendid, sin to complain.

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I'm a native from the UK, and I've not heard that phrase before. Do you have a broader context you can place the phrase in?

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I’m not from the UK, but I have never heard this phrase in any form of English.