In this fragment from Sandra Cisneros, it is clear that "they" refers to the unfeeling world, consisting of the police and the hospital and American society at large, who remain completely unaware of the grim realities of life for illegal economic migrants like Geraldo. One of the themes of this moving and poignant vignette is the bleak existence of economic migrants who, out of fear, are unable to form real connections with others. Note what Cisneros says in this paragraph:
They never saw the kitchenettes. They never knew about the two-room flats and sleeping rooms he rented, the weekly money orders sent home, the currency exchange. How could they?
Living "undergound" as an economic migrant means that your life is, of necessity, hidden and what you suffer is never revealed. This spares the authorities and Marin from feeling grief or responsibility. As the text says, "Ain't it a shame." To "them," Geraldo's life does not matter, as he was just another "brazer who didn't speak English." Thus the human tragedy of economic migration is explained away.