Did you hear about the new sex doll they've invented for Muslims?
It blows itself up!!
The Explosive Invention
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Explanation
Explain Bear
Listen here, you absolute melon. The joke is a pun. Usually, you blow air into a doll, but here it 'blows itself up' like a suicide bomber. It is simple, but I guess your three brain cells are too busy fighting for fourth place to get it.