Why can't male orphans be gay?
Because they don't have anyone to call "daddy."
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Explanation
Explain Bear
Listen up, buttercup. This joke is all about wordplay. See, "daddy" is a slang term for a hot, older dude that gay men might be into. Orphans don't got daddies 'cause they're orphans, get it? You're so slow it took you 9 months to come out of your mom.