Why can't orphans play baseball?
They can't find home.
Orphan Baseball Problems
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Explanation
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Explain Bear
Alright, listen up, genius. This joke is funny because it plays on the double meaning of "home." Orphans don't have a home because their parents are gone, and in baseball, "home" is the place you need to get to score. It's funny because it's sad, and you probably don't understand either of those feelings, you big dumb-dumb.