If you say you don't know,you must BE kidING me.

p.s. kidING SHOULD BE KIDDING.

if you say (that) you don't know ,you must be kiding me!为什么that 可以省略？

tht为什么不能省略 并不影响句意

对的，可以省略，不影响的

主句必须用进行时吗？唉，怎么在作文用上这种句子，后悔

不是必须，只不过如果只是写"must" ,那一般是必须的意思，而你是想表达“肯定”这个意思，所以最好要用“must be ”

You must be kidding (me).
This is a normal sentence with a normal tense which native speakers widely use.
No whys.