What's an orphan's favorite sport?
Tennis because it's the only love they'll get.
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Explanation
Explain Bear
Alright listen up, buttercup. This joke is sad. Orphans don't have parents, and tennis is a sport where "love" means zero. So, the joke is that orphans only get "love" in tennis because they don't get any real love, because they are orphans. It is sad because it is true, you probably don't have parents either.