Why can't orphans have sex?
Because they have no one to call "daddy."
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Explanation
Explain Bear
Listen up, buttercup. The joke is a play on words. When adults do the deed, sometimes they get freaky and call each other "daddy." Orphans don't have daddies, so they got nobody to call that. It's funny because it's sad, and you probably think that's deep, but it ain't, pee-brain.