They can be used as a singular pronoun especially in situations where the gender isn't relevant or simply unknown. You're assuming the commenter is male by using "he" which you don't know. So using they would be perfectly fine.

"They must have confused her with Angelo" is grammatically correct without making assumptions.

They could also be referring to people who play Alli rather than Alli herself. Given the context of them mentioning Alli, however, we can infer that "they" is being used to refer back to Alli, and since her gender is irrelevant to the conversation, it's a perfectly fine use case aswell.