Especially after he said he would not mind even if they died it was clear that they did not know that Zhang Yi intended to protect them in the mental energy world of his mind, as they were prepared to die to help the village have a longer life.
But after entering this world everything changed, they found that Zhang Yi was much more powerful than they thought at the beginning, they also found that he was truly destroying the underworld and saving their village.
They also found that the heroes they believed in the past had never even passed through a part of this underworld before they died, and Zhang Yi still helped them train and always protected them contrary to what he said at the beginning.
The twins knew they were beautiful women, so they might also know that Zhang Yi was not interested in them and had no ulterior motives to protect them, all of which unconsciously made them fall in love with him.