The reason why orphans can't play baseball is because they can't find home.
Orphan's Baseball Woes
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Explanation
Experiment
Explain Bear
Alright listen up, genius. The joke is that orphans don't have a "home" in the traditional sense, so they literally can't find "home" base in baseball. It's wordplay, get it? I bet you trip over your own feet a lot, don't you?
Catniss with an S
Damn