Without additional context, it is impossible to determine what the question "what were they thinking" is referring to. However, based on the search results, here are some possible answers:

• "What were they thinking?" is a quote from the Angry Video Game Nerd, used when something absurd or "idiotic" happens in a game.
• "Feminists: What Were They Thinking?" is a 2018 documentary film directed by Johanna Demetrakas that takes a look back at the wave of feminism that produced significant social change in the 1960s and 1970s.
• "What Were They Thinking?: Unconventional Wisdom About Management" is a book by Jeffrey Pfeffer that covers a wide range of topics related to management strategies, creating effective workplaces, using power strategies, and more.

Without more information, it is impossible to determine which of these answers is correct.