Yeah, I noticed those two have a good rapport with each other. I once had Celandine and Oriana talk to me, but interrupting each other for like 10 to 12 exchanges before I got to reply to anything. If you think their "sibling bond" is weird, you should check the bathhouse's top private room around 6pm to 7pm, I found that out recently and laughed, though I'm not sure if it's daily or once in a while.
Anyway, the group conversation thing, was a surprise to me also when I found out. It's not obvious until you happen to have two NPCs, near each other and try talking to one. You can have them all follow you also and get more NPCs involved in your conversation. I've had up to 4 NPC's talking to me at the same time. Interesting to watch them interact with each other, but it's difficult to remember what everyone said and address everything before you get to replay.