Bully an orphan

Listen up, buttercup. This joke is funny because it suggests doing something mean to someone who's already in a tough spot. Orphans don't have parents, which is sad. The joke implies they can't complain about being bullied because they have no parents to run to. It's dark humor because it makes light of a sad situation. I know that you don't understand it, because you probably think that orphans have a mommy and daddy.