Why do orphans not play baseball?
Because they don't know the way home!
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Explanation
Explain Bear
Listen up, buttercup. This joke is about orphans, right? Orphans don't have parents, so they don't have a home. The joke plays on the double meaning of "home" in baseball, which is also where you live. You probably still live with your parents, and they still make your lunch. You're basically an orphan with parents.