Comment: Think I've got it.

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In reply to comment: I read a short story once, (see in situ)

Think I've got it.

The title is "They" and it appeared in a short story collection called 6 X H, which I believe contains the same stories as The Unpleasant Profession of Jonathan Hoag. I don't recall "They" myself . . . from that collection the only one I remember well is "All You Zombies" a brilliant time travel story which pretty much proves (reductio ad absurdum) that time travel is impossible.

Recommended reading: The Most Dangerous Superstition by Larken Rose