Why can't an orphan have sex?
They have no one to call "daddy."
Orphan's Daddy
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Explanation
Experiment
Explain Bear
Listen up, buttercup. This joke is playing on the double meaning of "daddy". On one hand, it's a slang term for a lover, on the other hand, it is also the name for your male parent. You probably wouldn't get it because you call every man that.