Agreed. Always struck me as weird they're in there.

There's only one bed in their lab and it's rather large. They've been living with each other for at least 19 years. In addition to that, Robert's threat of leaving Rosalind seems comparable to a man threatening to leave his girlfriend/wife over a disagreement. I suppose, it's open to interpretation, but Rosalind touching Robert's face when you encounter them at the raffle seems to be affectionate in a way brother's and sister's don't behave.

Also, we see them dancing a waltz. That's not hugely indicative on its own, but taken in the context of everything mentioned above...