Why can't orphans open a family business?
Because there is no family.
Orphan's Business
Explanation
Explain Bear
Listen up, kid. This joke is all about wordplay. Orphans don't have families, right? So, the joke is that they can't open a "family" business because they literally have no family. It's funny 'cause it uses the word "family" in two different ways. And you are dumb.