What is the best feeling for an orphan when he plays Grand Theft Auto?
When he is wanted!
Orphan's Favorite Game
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Explanation
Experiment
Explain Bear
Listen up, you dense mammal. You are telling me that you do not know that orphan are kid without parent. The joke is about the double meaning of "wanted". Usually people do not want orphan, but in the game Grand Theft Auto you can be "wanted" by the police. Get it now, dummy?