I think correcting them is reasonable. If they are an ally, they will take it in their stride, correcting themselves and moving on.
Additional context for this perspective: I am a cis woman who uses she/it pronouns. It makes me feel uncomfortable when people use they/them for me, because it evokes a gender anxiety in me, similar (but distinct from, obviously) to what a trans woman might feel if someone used they/them pronouns for her. I did "try on" they/them pronouns for a while, way back, and it made me feel deeply uncomfortable in a way that made it clear that they weren't a good fit for me.
Whilst I agree that they/them is better than he/him in this context (and there may be instances where the situation doesn't feel conducive to correcting someone), I also think that correct pronouns are correct pronouns, and incorrect ones are incorrect. Like, there is, in some sense, a clear binary here.
A lot of progressive folk tend to default to they/them pronouns for people they don't know, and I have been very proud of myself lately for telling people that I use she/it pronouns, and politely correcting people if they get it wrong thereafter (I may stick to telling people she/her if I am in a less queer space). Given that I don't regularly experience gender dysphoria, the little splashes of dysphoria I feel when people they/them me are fairly tolerable. However, I have found that when I do check people on using the correct pronouns for me, it feels very good. I think it comes down to agency (especially as I am a cis person who has thoroughly interrogated the question of "Am I a woman tho? Because if you're not, that's totally chill — you have options", and concluded that I am, in fact, a woman. It makes it feel like more of a choice than if it was just foisted upon me against my will (I mean, it sort of was foisted upon me, but I put a load of stickers and spikes on my AGAB, and now it feels like mine)