They listened to what he said without understanding what he really wanted to say.
Literal
They [topic-は] he [subject-が] really [topic-は] what [object-を] say-want [question-のか] [object-を] understand-not [manner-まま], his say thing [object-を] were-listening.
理解しないまま means 'while not understanding.' 本当は何を言いたいのか is an embedded question: 'what he really wanted to say.' The ~まま construction captures the ongoing state of non-understanding throughout the listening.