My former PhD student Emeline Pierre and I put our heads together to write this analysis of "Discourse participants in impersonal constructions: The case of first and second person object pronouns with #Spanish non-anaphoric third person plural subjects".
It took me a bit to figure out the topic, but definitely it’s a common thing in Spanish.
The humor in this Yogi Berra quotation comes from the ambiguity of the “they” —anaphoric or non-anaphoric (if I’m understanding the concept correctly).