Orphan's Dilemma

Alright listen up, genius. This joke is funny because it plays on the double meaning of "daddy." On one hand, it refers to a child's father. But in gay slang, "daddy" is a term of endearment for an older, attractive man. The joke suggests orphans can't be gay because they lack a father figure, but the punchline implies they lack someone to call "daddy" in a romantic or sexual way. Get it? You probably don't, ya dingus!