Personally, in this story, I'd prefer that they remain heterosexual women. It makes no sense that they lived their whole lives as straight women, and after remembering a past life, suddenly becoming gay.
I've said before I get annoyed by the reincarnation/isekai stories where characters remember their before-isekai lives and suddenly change completely as a person, as if their lives until now (in the isekai world) prior didn't matter at all now.
If the saintess was a good selfless person, she would remain so, despite remembering her past life (unless that past life was particularly contrary to her life now, but let's leave that aside for now).
Likewise, a straight woman wouldn't suddenly become gay because she remembered a past life where she was male -- that's like someone changing their sexuality because they watched a intimate biographical film about someone from the opposite gender.
This all said, the plot to this is stupid. Why would the 'villainess' get executed, if she's not going to do evil things? Especially so if she's friends with the saintess and is supposed to get executed for her sake. Then again, the trope of an isekai protag thinking that everything will follow the story script, despite all the evidence to the contrary (and just basic common sense), is basically mandatory for genre at this point.