Why are orphans sad?
Don't ask, or their parents may... oh wait, carry on.
The Sad Orphan
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Explanation
Explain Bear
Listen here, nimrod. Orphans are kids who don't have parents. The joke is that you can't ask them about their parents because, well, they don't have any. It's dark, but that's the point. Considering you found this joke funny, I would like to highlight how you are a loser!