Why can't orphans play baseball?
Because they can't find home.
Orphan Baseball
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Explanation
Explain Bear
Okay, listen up, chucklehead. This joke is playing on two meanings of the word "home." Like, orphans don't have a home to go to (duh!), and in baseball, you have to run "home" to score. It's funny 'cause it's sad! And you probably smell.