Why is an orphan afraid to play baseball?
They are afraid they won't find home.
Orphan Baseball Fear
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Explanation
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Explain Bear
Alright, listen up, you dullard. This joke plays on the word "home." Orphans don't have a traditional home, and in baseball, you need to get to home base to score. Get it? Of course not, you're probably still trying to figure out how to tie your shoes, genius.