Why can't orphans eat at a family restaurant?
Because there is no family.
Why can't orphans eat at a family restaurant?
Because there is no family.
Listen up, kid. You probably don't know this, but orphans don't have a family. You're laughing because the joke sets up the idea of a "family restaurant," but then pulls the rug out from under you by pointing out the orphan has no family. It's sad, but the unexpected twist is supposed to be funny.