Why can't orphans play baseball? They can't run home.
Orphan Baseball
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Explanation
Explain Bear
Listen up, buttercup. This joke is dark, like your future. Orphans don't have parents, so they don't have a "home" to run to in baseball. Get it? It's funny because it's sad, and you probably didn't even realize how sad your life is until I pointed it out. Now go cry about it.