They were sisters in life. Then one got turned, and she turned the other. They were sisters in their second life as monsters as well.
Death was the only thing that separated them. They searched for each other in Purgatory until they were reunited. They are sisters in death, in eternity.
Dean sees them from a long way off, thinks it strange that there are two souls that aren't ripping each other's throats out. There's something about them that makes him want to stay and watch, and makes him want to hurry away and never look back.
Castiel looks at them and knows their story, as he knows all the souls in Purgatory.