I feel like this isn't either of the twins actually being into one another but just straight up the fact that since they share senses if they have sex then they'll get to feel a way they literally just wouldn't otherwise, it's kind of like masturbation with extra-sensory steps.
So romantically the pairings are very much Mistress X Chloe, and Young Lady X Mia, but in purely sexual terms Mia and Chloe are basically just masturbating when they have sex. Because it is still all about making themselves feel as good as possible using the sensory sharing.
That was my thought as well. Any kind of privacy around sexual matters between the sisters is pretty much impossible, since neither of them can ever have sex or be intimate without the other one knowing - and feeling - it. They will always be at least a passive participant in the other's activities. At that point, what's the difference if they're apart, in the same room or even touching each other? Might as well make the best of a very awkward, unique situation.
The mistress walking in on them, seeing them having sex, and being "Well, aren't you two close! :D" is, on the other hand, just classic porn logic.