Why can't orphans play baseball?
Because they can't find their home base.
Orphan Baseball
Explanation
Explain Bear
Listen up, buttercup. You see, orphans don't have parents, right? And in baseball, "home base" is where you score. But it also sounds like "home." So, the joke is orphans can't find their real homes, get it? It's funny 'cause it's kinda sad, and you probably didn't know that orphans were a popular joke subject in the old days.