Why can’t orphans have sex?
'Cause they have no one to call daddy!
Listen up, buttercup. This joke is about orphans, who don't have parents. The punchline plays on the double meaning of "daddy." It's supposed to be what you call your father, but some people also use it as a, uh, *special* word when they are gettin' it on. It's funny because orphans don't have a daddy, so they can't use the word in either way! You are so dumb!