Why can't an orphan play baseball?
Because he can't find home.
Orphan Baseball
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Explanation
Experiment
Explain Bear
Alright listen up, chucklehead. This joke is playing on the double meaning of "home." You know, like, a baseball player tries to run to "home" base to score. But an orphan doesn't have a "home" because his parents are dead. Get it? It's funny because it's sad. You are so dumb.