They don't have parents because they left when you were 0.
The Origin of Orphans
Categories
Explanation
Experiment
Explain Bear
Okay, listen up buttercup. The joke is that this person is calling you an orphan because your parents left you. But the twist is that they left you when you were zero years old, so they aren't your parents. Your parents had you, they didn't leave you. See, you are really dumb.