Why can’t orphans play baseball?
'Cause they don’t know where home is.
Orphan Baseball
Explanation
Explain Bear
Listen up, you smooth-brained goof! The joke is that orphans don't have a home, right? And in baseball, you gotta run "home" to score. So, get it? They literally don't know where "home" is! You probably still live in your mom's basement and don't know where "home" is either, figuratively speaking!