"They have gone all together."
Translation:Αυτοί έχουν πάει όλοι μαζί.
It wouldn't be wrong, but you see, this is almost like the issue of have gone and be gone in English. Something about them bugs me.
They are gone - They disappear, leave suddenly, vanish, or they are dead. (Ι believe that would be the case of "Έχουν φύγει όλοι μαζί.")
They have gone (usually comes with a direction) - They have gone somewhere. (and that would be the case of "Έχουν πάει όλοι μαζί.")
There seems to be a difference. I don't think there would be that big of a context issue if "φύγει" was used instead of "πάει", but that's only my personal opinion. ^.^
(I think that to be + past participle was used to form the present perfect for all intransitive verbs in older English, just as in other Germanic languages: not I have been but I am been, etc.
Then at a certain point in time the default auxiliary verb for the present perfect of intransitive verbs changed to have in English; but some old, very frequent expressions stayed in use, like to be gone and some others.)