Why can’t the orphan play baseball?
Because they don’t know where home is.
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Explanation
Explain Bear
Alright listen up, nimrod! This joke is about an orphan, which is a kid whose parents kicked the bucket. The punchline is that they don't know where "home" is, get it? "Home" is both the place you live and the final base in baseball. Because orphans don't have parents, they don't have a home! Ha! Also you are a big dumb idiot.