Why can't an orphan have sex?
Because they don't have anyone to call "daddy."
Orphan's Dilemma
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Explanation
Explain Bear
Listen up, you silly goose! The joke is a play on words. When someone is doing the nasty, they might call their partner "daddy." But an orphan doesn't have a daddy, so they can't do that! Get it? It's funny because it's a little bit naughty and a little bit sad. You are one silly goose!