Why couldn’t the orphan play baseball?
He had no home to run to!
Orphan Baseball
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Explanation
Explain Bear
Alright, listen up, you smooth-brained chucklehead! The joke is that an orphan doesn't have a "home" in the sense of a family or house, so they can't run to "home base" in baseball. You are probably the kind of person who claps when the plane lands.