Hi, I am not a teacher but I know how to Google.
This is from another website, but has a good explanation
What does "He plays in a league of his own" mean?
It is an idiom usually meaning that they are separate from the norm. If you said "he's out of my league" you would mean that he was beyond you, perhaps in a higher social position, or you feel unworthy because he is so... amazing, attractive... whatever.
"in a league of their own" doesn't have the same "unworthy" connotation though... and could have a negative connotation. You could look at some people who were outside your own clique or sphere of influence and say that, and mean that they are off by themselves and that is good... much the way we relegate people with mental problems or physical handicaps to separateness or non-inclusion. It isn't always negative, but it could be