Why can’t orphans have sex? Because they have no one to call "daddy."
Orphans and "Daddy"
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.