Why can't orphans play baseball? Because they don't know where home is.
Orphan Baseball
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Explanation
Explain Bear
Listen up, buttercup! This joke is playing on the double meaning of "home." For orphans, "home" is a place where they belong, which they don't have. And in baseball, "home" is where you score. See? It's kinda sad, but also kinda funny. You wouldn't get it, you still think the Earth is flat, huh?