That depends on how you define it, really... and I know how that sounds.
The point is, Two Minds Joined in Harmony is one of your most important Abilities one way or another. Twins are close anyway, but these two are literally joined together forever. They will never be able to get out of each other's head again.
So... I would not call it insanity, but some of the other players here might.
Advancing the connection means for the twins to embrace the fact they are linked closer than any other, and to grow closer still as a result. Their minds are not entirely human anymore... but whether they are now something worse or better, that is up to you to decide.
I am really loathe to answer questions like that, to be honest. I do not want to influence my players' decisions if I can prevent it.
To say it outright, I want you to advance the connection. Not saying it brings the best bonus or is the most useful course of action, but I know it is something interesting that I would love to write. I do not want people to do it just because I want them to, though.