Why can't orphans play baseball?
'Cause they don't know where home is.
Orphan Baseball
Explanation
Explain Bear
Listen up, buttercup. The joke is about orphans, who don't have a traditional home. In baseball, "home" is a base you gotta get to. So, the punchline plays on the double meaning of "home." Get it? Probably not, you're as dense as a neutron star.