Beacuse in this sentence they will learn something. Lære is used both ways. Both when you learn and teach. Here it means "they have a lot to learn" if the sentence was de har nye å lære bort. Then you could translate it to they have much to teach. Sorry if its hard to understand.
"Å lære seg" and "å lære bort" are unambiguous, that's fine. The question was about "å lære". You say it can be both, and in this case it's the one, not the other. What tells us if "å lære" means "to teach" or "to learn" if the context doesn't give any hints? Sorry if it's hard to explain. :)