Police has launched an investigation after Tala Farea, 16, and Rotana Farea, 22, were discovered on a bank of the Hudson river, on the west side of Manhattan, on October 24.
Their family had been ordered to leave the US by an official at the Saudi Arabian embassy in Washington, according to the girls’ mother, who had received the call a day before her children were found.
No cause of death has been released, days after the bodies were found fully clothed and facing one another.
The sisters were students "accompanying their brother in Washington,” according to a statement by Saudi Arabia’s consulate general in New York.
The statement added that the consulate had "appointed an attorney to follow the case closely” and "extended its support and aid in this trying time.”
The case could pressure Saudi Arabia even further in the aftermath of the killing of Saudi dissident and Washington Post journalist Jamal Khashoggi at the Saudi consulate in Istanbul.
Saudi Arabia has acknowledged the murder, yet left many questions unanswered.
Turkish intelligence intercepts reportedly show that Khashoggi, who was last seen entering the Saudi mission in Istanbul on October 2, was tortured and murdered on a direct order from Saudi de facto ruler Crown Prince Mohammad bin Salman
Khashoggi had been there to obtain a document certifying he divorced his ex-wife.