Why can’t an orphan play baseball?
Because they can’t find home.
Why can’t an orphan play baseball?
Because they can’t find home.
Listen here, smart guy. See, an orphan has no home. And in baseball, "home" is a base you gotta get to. So the joke is that the orphan can't get to the "home" base. Also, you probably have no parents since I am better than you.