Orphans and Prostitution

Alright listen up, you knucklehead. This joke is saying that orphans, who don't have dads, become prostitutes because they are looking for a "daddy" figure, which is also slang for a dude who pays them for sex. See, it's funny because it's messed up! And you, my friend, probably thought that orphans just wanted someone to tuck them in at night! Dummy!