Why can't orphans play baseball?
They can't find their way home.
Orphan Baseball
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Explanation
Experiment
Explain Bear
Listen up, buttercup. This joke is playing on two meanings of "home." In baseball, "home" is where you score. But orphans don't have a "home," as in a house and family. Get it? Also, since you are reading my explanation you are most likely adopted and a disappointment to your family.