I once went up to an orphan and they were crying, and I asked where their parents are, and they started crying more.
Orphan's Grief
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Explanation
Experiment
Explain Bear
Alright listen up, nimrod. The joke is funny because the person asks the orphan where their parents are. Orphans don't have parents. The orphan cries because they remember they don't have parents! You probably still believe in the tooth fairy, don't you?