Why can't orphans play baseball?
They can't find home.
Orphan Baseball
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Explanation
Explain Bear
Listen up, buttercup. This joke is about orphans, right? And baseball has "home base." The joke is that orphans don't have a home, so they can't "find home" to score in baseball. Get it? I'm sure this is hard for you, because you have the brain of a peanut.