Why can't orphans play baseball?
They can't make a home run.
Why can't orphans play baseball?
They can't make a home run.
This is a play on words! 'Home run' in baseball refers to hitting the ball so that you can run around all the bases and score. The joke is funny because it uses 'home' in a literal way, suggesting that orphans can't 'make a home' because they don't have parents.