Their bodies, bound by tape and facing each other, were on rocks near the Hudson River, leading authorities to believe they may have washed ashore.
Tala Farea was 16 years old at the time of her death.
Tala Farea and Rotana Farea are seen in these undated photos released by the New York Police Department.
NY and Arab media said the sisters, who had run away from home before, were of Saudi origin but their family was living in Fairfax, Virginia.
How the Farea sisters came to die and make the 225-mile trip from their home in Fairfax, Virginia to the bank of the Hudson River is still a mystery to police.
Investigators have said they did not see any obvious signs of trauma on the bodies when they were found on October 24 in the area of 68th Street and Riverside Park.
Meanwhile, the office of Chief Medical Examiner has not yet determined cause of death.
Police had originally theorised that the girls may have jumped from the George Washington Bridge, but ruled that out after finding a lack of obvious injuries which they would have sustained in the fall.More news: Cop Who Arrested Sayoc In 2002 Says Alleged Pipe Bomber "Not Well"
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New York City police sent a detective to Virginia to learn more about the sisters.
"We are looking at all clues in their past life", Shea said.
The Royal Consulate General of Saudi Arabia in NY confirmed in a statement Tuesday that the Farea sisters were students accompanying their brother in Washington, D.C. Such questions were re-directed to the Saudi Embassy.
Furthermore, a Saudi official at the kingdom's embassy in Washington DC categorically denied to Arab News that the embassy had made any calls to the mother with regards to her alleged daughters' political asylum claim.
Saudi Arabia has recently come under fire for the murder of US permanent resident Jamal Khashoggi.
I've heard a lot of stories (nothing super documented) of [Gulf Cooperation Council] countries basically renditioning kids this age when they applied to asylum. A police official tells the Times that they are still seeking "what might have been their entry point into the water". The statement added that the embassy has appointed an attorney to follow the case closely.
George Mason, a public university with 35,000 students has close ties to Saudi Arabia.