Why do orphans only play tennis.  Because it's the only love they'll ever get
I can see the humor in the pun that you have served up here, but why do you think that orphans play tennis at all?
they are both alone in the world
It is simply not right to think that orphans are unloved.  Some of them may have been abandoned at birth, but many more had parents who died when they were young and had no other relatives to care for them.  Jokes like this are just needlessly harmful to people who have already suffered enough.