Why don’t orphans play baseball? Because they don’t have a home to go to.
Orphan Baseball Team
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Explanation
Explain Bear
Alright listen up, you smooth brain. The joke is playing on the double meaning of "home." Baseball involves running to "home" base, but orphans don't have a "home" as in a house. Get it? I know it's difficult for you, but try to follow. You are the guy who asks if the groundhog saw its shadow AFTER February 2nd. It's embarrassing.