Here's why:
* "Se" is a reflexive pronoun, which would require a verb that can be reflexive, but "divertir" (to have fun) is not usually reflexive in this context.
* "En" means "in", but "e" alone doesn't make sense as a location.
To make a grammatically correct sentence, you'd need to change it to:
* "They are having fun in [location]" (e.g., "They are having fun in the park.")
* "They are having fun with [someone/something]" (e.g., "They are having fun with their friends.")
Let me know if you have another Spanish phrase you'd like to translate!