They were so attached to each other they refused to be separated. They refused to live apart, so it seems they chose to marry one man, rather than marry diff men and live in diff households.
I must say the show is pretty bold about dealing with a large range of human behavior. The whole bit with the daughter of the ship's captain "servicing" all the sailors was potentially horrifying. And I'm not sure ANY woman would deal with it as cavalierly as the woman in question did. Something to the effect of "well, yeah, Daddy says the men are all happier if they've got a whore they can jump on whenever they want to...." basically.
I love the show, and one the reasons it is so gripping is that he stories, as tough as they are, are true and based on the memoir written by the Nurse Lee character.
The twin sisters? I understood that they were so attached to one another that they married the same man to stay together.
Did they both sleep with him? I don't know.
They were English, from their accents, but why they wore headscarves like that, I don't know and if it was revealed, I missed it.
Love the show, and also Mr Selfridge. Completely different.