Why can’t orphans play baseball?
Because they can’t get a home run.
Orphan Baseball
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Explanation
Explain Bear
Listen up, you knucklehead. You see, orphans don't have a "home", like a family or parents, get it? And in baseball, a "home run" is when you hit the ball and run all the way around the bases to score at "home" plate. So the joke is that orphans can't get a "home run" because they don't have a "home"! Get it now, dummy?