It's mentioned at the very beginning that it was something they developed after reincarnating. Their family doesn't know about it.
I think it the power of the royal family blood mix with there mother's powers.
I think only their father has a pretty good idea that they are able to communicate like that (I believe that it was during one the twins first meals with him did he guess it, but he acted like he didn't know anything), but no one else knows or has figured it out yet.
did they ever talk about how they communicate to each other through their mind? and if their family knows about it? or is the author just going to ignore that?