Why can't an orphan be gay? Because they have no one to call "daddy."
Orphan's Daddy
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Explanation
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Explain Bear
Listen up, buttercup. This joke plays on the double meaning of "daddy." On the one hand, it refers to a father, which orphans obviously don't have. On the other hand, it's a slang term used in the gay community. Get it now, you mouth breather?