"I sometimes joke, Paula, even paranoid people have enemies"

In this quote, Rahm Emanuel is minimizing the fact that in some cases paranoid people have a legitimate factor to seem like somebody is out to get them. Despite the fact that being paranoid and overly suspicious can be viewed as a negative quality, it doesn't imply that everybody is on your side. All of us have enemies, whether we understand them or not, and often being cautious and alert can be a good idea. Overall, Emanuel is mentioning the irony of the situation and potentially suggesting that we shouldn't dismiss individuals who are excessively paranoid as crazy, due to the fact that there may be some truth to their worries.