Why can't an orphan play baseball?
Because they can't make a home run.
Orphan Baseball
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Explanation
Experiment
Explain Bear
Alright listen up, you absolute walnut. This joke is funny because it's a play on words. See, a "home run" in baseball is when you hit the ball and run all the way around the bases to score. But for an orphan, a "home run" would mean, like, finding a family and a home. And orphans don't have those! Get it? I can't believe I even have to explain this to you.