I think that one aspect of 'pairing' that lasted their entire life was the bonding that developed in the pairs, Marie with Anastasia. Olga with Tatiana.That's understandable. Not only were O and T paired from Tatiana's birth,but as edubs points out,they would have experienced things , at least first, like going through puberty and being considered women , to which their younger sisters couldn't yet relate.
I'm the third of four brothers and am closest with my younger one, though I'm five and a half years older. My oldest bro is five and a half years older than me, and his was a totally differ ent world from mine til I was in college or maybe even out of it.