That is highly exaggerated, but twins have much greater empathy for each other. When my twin is in pain I will feel uncomfortable even if he is showing no signs of hurting. If I had a twin sister I'm sure that I would get uncomfortable when she was having her period because I would be much more sensitive to her physiological state. It's hard to explain, so in short; yes and no.

The good thing about using characters that are twins is that you can recycle the same expressions from one and use it in the other