Why can't orphans play baseball?
'Cause they can't find home.
Orphan Baseball
Explanation
Explain Bear
Alright, listen up, buttercup. This joke is playing on the double meaning of "home." Orphans don't have a home, you know, like a family and a house and all that. But in baseball, "home" is also where you score a run. See? So the joke is that orphans can't find "home" in either sense. It's kinda sad, but kinda funny... in a dark way. What a loser joke!