The saying "no self, no problem" probably comes from Zen. In their cultures, where Buddhism is kind of taken for granted, as well as karma, causality, former and future life, and the possibility for becoming enlightened, then it's safe to skirt the danger of nihilism, which would be, I don't exist because Buddha said I have no self, and therefore I have no problem because I don't exist. That would be a bad misunderstanding. But in those cultures, it would not be as easy to have that understanding as it would be here in the west, where we really are nihilistic.