I'm guessing the twins liked to alternate between who dressed as a boy and as a girl back when they were kids, possibly because they both liked the MC and wanted to share him. That would explain why he remembers "Nazomu", since "Nazomu" is really both of them. It looks like they're testing him to see if he can accept both of them, and then they'll reveal the truth. Plus, it would better justify a harem end.