Isn't it supposed to be 'they are doing....'? Like 'wanafanya mazoezi'-'they are exercising', or 'wanafanya kazi ya shule'-'they are doing schoolwork'. I mean, that's how the people around me have always used it.
Some languages I'm aware of don't need to express a direct object in a sentence like this. I take it Swahili is not one of them and this sounds as bizarre and incomplete in Swahili as it does in English?