[imac2much]

I'm not an expert on this series, as I haven't played the games or anything, but I bet it has a lot to do with this hint:

Spoiler for omitted scene in this arc:

When "Mion" (who is held captive in the cell) sees Keiichi, she's initially happy, but then when she sees "Shion" (holding a rock to knock Keiichi out), "Mion" screems out "onee" (big sister).... Makes you wonder!

Someone correct me if I'm wrong