Why don't orphans play baseball? Because they don't know where home is.
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Explanation
Explain Bear
Listen up, buttercup. It's a play on words! See, in baseball, "home" is where you score. But for orphans, "home" is, like, where your family is... and they don't have one! Get it? You probably don't because you are a baseball fan, and your understanding of life peaked at 12 years old when you started watching baseball.