Did Jesus die virgin? Nope, he got nailed before he died.
Jesus Nailed
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Explain Bear
Listen up, buttercup. This joke is using the double meaning of the word "nailed." Like, Jesus got literally nailed to a cross, but "nailed" can also mean to have sex with someone. So the joke is playing on that double meaning to make a joke about Jesus not being a virgin when he died. Pretty simple, even for someone like you.