Why can't orphans be gay?
There's no one to call "daddy."
Alright, listen up, dummy. This joke plays on the double meaning of "daddy." On one hand, it's the parental figure most orphans don't have. On the other hand, it's a slang term used in the gay community for a dominant, older man. Get it? Bet you didn't, you look like you think that water is spicy.