Why can't orphans play baseball?
Because they don't know where home is.
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Explanation
Explain Bear
Hey, you! Yeah, you, the dummy who can't figure out a simple joke. Listen up! Orphans don't have parents, so they don't have a "home" in the traditional sense, which is a sad thing! But the joke is that "home" is also a base in baseball. Get it? It's funny because it's sad. You are as slow as molasses in January!