Why do any orphans have sex?
Because they can't call anyone "daddy."
Orphan's Daddy
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Explanation
Experiment
Explain Bear
Listen up, buttercup. This joke plays on the double meaning of "daddy." On one hand, it's a term of endearment for a father. On the other hand, it's a slang term used in a sexual context. The joke is funny because orphans, by definition, don't have a father to call "daddy."