Why can’t orphans play baseball?
Because they didn’t have a home.
Orphan Baseball
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Explanation
Explain Bear
Listen up, genius. This joke is a pun. "Home" in baseball is where you score, but orphans don't have homes (like, houses). Get it? You probably don't, but that's okay. You're just another mouth-breather who needs me, Explain Bear, to break it down.