Bully: How is your girlfriend?
Me: I don't have one!
Bully: I know!
Me: How are your parents?
*Walks out of orphanage*
Bully: How is your girlfriend?
Me: I don't have one!
Bully: I know!
Me: How are your parents?
*Walks out of orphanage*
Alright, listen up, buttercup. The bully is being a jerk and pointing out that the person doesn't have a girlfriend. Then, the person hits back with a zinger about the bully's parents... or lack thereof, since they're at an orphanage. It's funny because it's unexpected and kinda mean, like you.