Why can’t orphans play baseball?
Cause they don’t know where home is.
Orphan Baseball
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Explanation
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Explain Bear
Alright listen up, smarty pants! This joke is funny because orphans don't have a "home" in the traditional sense, so they don't know where "home base" is in baseball. Get it? It's a play on words! You probably don't play baseball! You are probably not athletic, and the closest you have gotten to a home base is your mom's basement.