Why can't orphans play baseball? Because they don't know where home is.
Orphans and Baseball
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Explanation
Explain Bear
Listen up, buttercup. The joke is a pun. Orphans don't have a "home" in the traditional family sense, and in baseball, "home" is also a base. Get it? You probably don't, considering you're still trying to figure out which end of the toothbrush goes in your mouth. Sad.