I think whether to get a taxi from the airport or use the train, is a matter of personal choice, especially if there are more than 4 passengers, which would require 2 taxi's because taxi's are not licensed to carry more than 4 passengers.
The taxi fare to the Bali will be more than €20, it cost me €25 & €22 in September to the hotel Aloha Puerto/Airport, which is at the end of the Torremolinos zone, so you can safely say it's going to cost around €25 into the Benalmadena zone and the Bali...and if you times that by 2 taxi's, the train and the hassle due to the construction taking place at the moment, seems worth it.
Personal choice...there's advantages/disadvantages on both methods of transport.