The first thing that jumps to my mind is that s’ils les ont is definite, so you are talking about something that we know about, and you are saying if they have them. The second expression, s’ils en ont, is indefinite, so it would refer to something in bulk, maybe if they have some.

For example, we would say:

Je vais chercher ces deux livres à la bibliothèque, mais je ne sais pas s’ils les ont.

which is: I’m going to look for these two books in the library, but I don’t know if they have them.

whereas:

Je vais chercher des carottes au marché, mais je ne sais pas s’ils en ont.

is: I’m going to buy carrots at the farmer’s market, but I don’t know if they have any.

It looks like a similar distinction can readily be made in English.