Here's why:
* Personal pronouns refer to specific people or things. They change based on person (first, second, third), number (singular, plural), and gender (masculine, feminine, neutral).
* Examples: I, you, he, she, it, we, they, me, him, her, them.
* Demonstrative pronouns point out specific people or things. They are used to indicate proximity (this/these vs. that/those).
* Examples: this, that, these, those.
"They" is a third-person plural pronoun that can refer to multiple people or things. It is not used to point out anything specifically, unlike demonstrative pronouns.