As an artist, I totally buy the "ambiguity of the 'they,'" argument -- it makes people think about who "they" are, and, in the grand scheme of things, who the original, "theys," were.
That said, divisive social and identity politics are so much hogwash -- from either side -- no matter who the "victimized" social group is: the poor, blacks, women, immigrants, white males, poor-me Christians -- whomever. It's all just whining.
Reading the quote, it does not sound ambiguous to me, actually, more like a threat. This is political art, not unlike the trash that the Whitney in NYC displayed for much of the '80s (eventually they changed curators). This city commisioned art that (essentially) advocates the overthrow of themselves. Perfect.