The demonstrative Ille, Illa, Illud really should be taught as "that and those" more than simply "they/them." It's akin to teaching the 3rd entry of a word's dictionary definition.
Yeah Ille Illa Illud, hic haec hoc and Iste Ista Istud arent necessarily personal. They can point to anything
Is the 'illi' essential for the sentence to work? Why not just 'sepulchrum visitant'?