What is the meaning behind the word "they" in the title? It may be a direct attack at the government or the bullies Michael faced in his own life. The music video shows genuine footage of police brutality, famine, the unethical living condition of people in a third world country (child covered in insects, abandoned child, soldiers abusing people), the KKK, the student rebellion on the Tiananmen Square in China, the Vietnam war, etc. All of these issues can be interpreted as caused by the power and class struggle of Americans and the control the government has on minority groups.
Initially, when Michael created this song and music video (one of two videos created) it was considered art. Now (all of) his work is a legacy. Thirdly, and most interestingly, the video still maintains a powerful message. It is hard to listen to the song and watch the video without feeling the need to get angry with him and go out to create some change (no matter what quantity).