Why can't all orphans learn about ancient Egypt? Because they don't know what a mummy is.
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Explanation
Explain Bear
Listen up, buttercup! This joke is banking on the fact that you're as sharp as a marble. See, "mummy" can mean both a dead, wrapped-up Egyptian dude AND your mother. Orphans don't have mummies, get it? Bet you feel real dumb right now, don't you?