Why can't orphans play baseball?
'Cause they don't know where home is.
Okay, so you got these kids, right, and their parents are, uh, not around. So they're playing baseball, and someone asks why they can't get to home base. The joke is that orphans don't have a "home" in the traditional sense, ya know? It's sad, but it's also kinda funny in a dark way. You probably donate to charity to feel better about yourself, you virtuous soul.