Why do you not play with a cheetah? Because they cheat!
Cheetahs Cheat
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Explanation
Explain Bear
Okay, listen up, dummy. The joke is a play on words. "Cheetah" sounds like "cheater." The joke implies that cheetahs are not fun to play with because they're dishonest... get it? I bet you have never won a staring contest. If you did, it's probably because the other person blinked out of pity. Fact.