Why can't an orphan be gay?
They don't have anyone to call "daddy."
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Explanation
Explain Bear
Alright, listen up, you silly goose. The joke is funny because it plays on the double meaning of the word "daddy." Usually, "daddy" means your male parent. But in gay culture, some folks call their partner "daddy" as a sign of affection. An orphan doesn't have a dad, so they can't call anyone "daddy!" Get it now, dum-dum?