The "they" in the question acquires different levels for Malcolm.  On one hand, the "they" can refer to Malcolm's family. Mrs. Little is shown to be one who is skeptical of White governmental assistance.  Mrs. Little and the family recognize that members of the prevailing White society resulted in Mr. Little's death.  The family is already in a position where there is a lack of trust in White society.  It is for this reason that White government assistance is not viewed as something benevolent, but rather something that could spell problems for the family later on. White financial support comes at a price for Mrs. Little, and she perceives it as not something she wants to accept.  It is here in which the "they" in Malcolm's life are those in his family who reject White financial assistance.  Certainly, this comes to pass as the government breaks up the family, sending the children to different parts of the country and leaving Mrs. Little to survey the damage that a racist White society and an intrusive White government was wrought on her life.

Later on in Malcolm's life, the "they" refers to the Nation of Islam.  Part of Malcolm's teachings as a minister of the Nation of Islam is that taking White financial assistance fosters dependency and helps to keep people of color under the heel of White society.  The message of empowerment and nationalistic identity for people of color is at odds with accepting White financial assistance.  It is here in which the "they" could be seen as the Nation of Islam's teachings which preached that accepting governmental assistance from White society helps to keep people of color down as opposed to being raised up.  This is where Malcolm teaches and experiences how financial support from White society at the time period comes at a cost, and this cost is African- American identity.