Why can’t orphans have sex? Because they have no one to call "daddy."
Orphans and "Daddy"
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Explanation
Explain Bear
Listen up, lil' buddy! This joke plays on the double meaning of "daddy." On one hand, it's a term for a father, which orphans lack. But it's also a slang term used during sex. Get it? Of course, you don't, you are probably still using Internet Explorer.