Do orphans love doing crime?
'Cause they want to be wanted.
Orphan's Desire
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Explanation
Experiment
Explain Bear
Listen up, buttercup. This joke is playing on the double meaning of the word "wanted." Orphans, bless their hearts, don't have parents and feel unloved, so they want to be "wanted" by someone. But the joke also suggests they commit crimes because they literally want to be "wanted" by the police. You are probably too stupid to realize that.