Why can't orphans play baseball?
They can't run home.
Orphan Baseball
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Explanation
Explain Bear
Alright listen up, smarty pants! This joke is funny because it plays on the double meaning of "running home" in baseball. Orphans don't have a home to run to, ya see? So it's a sad, dark joke. You probably relate since you're probably adopted because your real parents didn't want you because you're so annoying.