Me to an orphan: If you had a penny for everyone who loved you, I don't think you'd have any.
The orphan: But why?
Me: Because if someone loved you, they wouldn't have thrown you out.
Penny For Your Thoughts, Orphan
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Explain Bear
Alright listen up, nimrod. The joke is dark because it's about an orphan who was abandoned. The speaker is implying that nobody loves the orphan, which is why they were abandoned in the first place. It's funny because it's so sad. You probably think being left on read is the worst thing that can happen to you, you snowflake.