I think it's because they haven't been joined, they were born together conjoined.
With your suggested usage, each twin could be joined to something else; conjoined twins are joined to each other.
Medical term is conjoined twins. It happens when one egg partially splits. Conjoined twins usually die before they are born or die shortly after they are born. It is rare for them to live outside of the womb but not impossible. There are cases that have been documented that show conjoined twins have been successfully separated. Some live conjoined because they share vital organs and cannot be successfully separated without one or both dying.