What its mean ? do this show that she open minded?

themselves

an intensive pronoun is a pronoun that ends in self or selves, such as himself, herself, themselves, yourself, ourselves. since band members is a third person plural, the correct intensive pronoun would be themselves. if the band was talked about as a collective noun, itself would be the appropriate intensive pronoun. intensive pronouns are used to add emphasis to the noun it's modifying which is why it directly follows it.

wood chucks can't chuck wood so no wood