Why can’t orphans be gay?
Because they have no one to call daddy.
Orphans and Daddies: A Punny Conundrum
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Explanation
Explain Bear
Listen here, you knucklehead. This joke is funny because it plays on the double meaning of the word "daddy." For gay men, "daddy" can be a slang term for a hot, older dude. Orphans don't have a dad, so they have no one to call "daddy" in either sense. Get it now, dummy?