Why can orphans not play baseball?
Because they can't find home.
Orphan Baseball
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Explanation
Explain Bear
Alright listen up, you cotton-headed ninny muggins. This joke is about orphans, who don't have parents or a home. The punchline is a play on words, since in baseball "home" is also where you score. So the joke is orphans can't find their way "home" because they don't have one. Get it? I bet you didn't, you're probably the type of dude that wears socks with sandals.