Who is they?... and can they produce any real evidence instead of legend or myth?
Real evidence would be something written from pretty much anyone that recorded seeing Peter in Rome... or that he was headed to Rome.. and that he appointed a successor.
Anything... anything reasonable would be acceptable.
And please don't use the old babylon = rome arguement... it doesn't hold any water on so many levels.
The real question is why you would question something that has been unanimously believed in the Church for 2000 years.
Total Unanimity
Peter had to die and be buried somewhere; and the OVERWHELMING CHRISTIAN TRADITION has been in agreement, from the EARLIEST TIMES, that it was actually in Rome that Peter died. F. J. Foakes-Jackson, in his book Peter: Prince of Apostles, states "that the tradition that the church [in Rome] had been founded by...Paul was well established by A.D. 178. From hence forth there is NO DOUBT whatever that, NOT ONLY AT ROME, but throughout the Christian church, Peter's visit to the city was an ESTABLISHED FACT, as was his martyrdom together with that of Paul" (New York, 1927. P. 155.).
Historian Arthur Stapylton Barnes agrees:
The strong point in the evidence of the [church] fathers is their UNANIMITY. It is QUITE CLEAR that no other place was known to them as claiming to have been the scene of St. Peter's death, and the repository of his relics. -- St. Peter in Rome, London, 1900. P. 7.
The New Schaff-Herzog Encyclopedia of Religious Knowledge corroborates this by saying:
Tradition seems to maintain that Peter went to Rome toward the end of his life and there suffered martyrdom UNDER NERO. NO SOURCE describes the place of Peter's martyrdom as other than Rome. It seems most probable, on the whole, that Peter died a martyr's death IN ROME TOWARD THE CLOSE OF NERO'S REIGN, sometime AFTER the cessation of the general persecution. -- Article, "Peter."
John Ignatius Dollinger claims that the evidence "St. Peter worked in Rome is a FACT SO ABUNDANTLY PROVED and so deeply imbedded in the earliest Christian history, that whoever treats it as a legend ought in consistency to treat the whole of the earliest church history as LEGENDARY, or, at least, QUITE UNCERTAIN" (The 1st Age of Christianity and the Church, London. 1867. P. 296).
As author James Hardy Ropes states:
The tradition, however, that Peter came to Rome, and suffered martyrdom under Nero (54-68 A.D.) either in the great persecution which followed the burning of the city or somewhat later, rests on a different and FIRMER basis....It is UNQUESTIONED that 150 years after Peter's death it was the COMMON BELIEF at Rome that he had died there, as had Paul. The "trophies" of the two great apostles could be seen on the Vatican Hill and by the Ostian Way...a firm local tradition of the death at Rome of both apostles is attested for a time NOT TOO DISTANT FROM THE EVENT. -- The Apostolic Age in the Light of Modern Criticism. New York. 1908. Pp. 215-216.
The belief that Peter was martyred in Rome was NOT due to the vanity or ambition of the LOCAL Christians, but was ADMITTED, at an early date, THROUGHOUT THE CHURCH. No testimony later than the middle of the 3rd century really needs to be considered; by this time the Roman church claimed to have the body of the apostle and NO ONE DISPUTED THE FACT.
It is more than interesting to realize that there IS NOT ONE SINGLE PASSAGE or utterance to the contrary in ANY of the literary works dealing with the foundations of Christianity -- until AFTER the Reformation.