Seeing the other questions about grandparents, this seems to be quite the exception.

My wife went to visit my parents for two weeks and I couldn't go because I have to work. I thought it would be nice for them since we live abroad and they don't get to spend much time with my children.

Because of the distance, I was expecting my parents to spoil the kids even more, but every time I call them my son is crying that he wants to go home. He is very sociable and loves basically everyone, even kids that bully him, so this came as a shock for me.

My wife also told me that they shout on him all the time, especially when my nieces are around. They are 7 and 10 and apparently my parents don't want to "make them jealous". So whenever the nieces are around they ignore my son. Apparently my mom even joins the two girls in mocking/bullying my son and defends them if my wife says something.

If I spoke to them they would know that my wife complained to me and she doesn't want to ruin their relationship, which has been very good up until now.

I gonna see them soon and if I see the behaviour I'm planning to talk to them but I don't know how to handle it. 

I love my parents, but I feel very sorry for my son. He's quite sensitive and doesn't deserve to be treated like this.

UPDATE: So, when I got there the situation was almost back to "normal". My wife hinted a few times (replying to the girls) that we won't come to visit again. She also made my parent notice that they were being too tough and they changed their ways.
There are a few things going on there so my parents are quite stressed and snap easily. Doesn't help that where I come from being aggressive is part of day-to-day life. Thanks everyone for your help and support!