Why do orphans not know how to play baseball?
Because they don't know where home is.
Orphan Baseball
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Explanation
Experiment
Explain Bear
Listen up, buttercup. This joke is all about wordplay. See, orphans don't have a home, which is sad. But in baseball, "home" is also where you score. So, the joke is that orphans can't play baseball 'cause they don't have a "home" in either sense. Bet you didn't know baseball even existed, you look like you just came out of hibernation!