They were sitting next to each other on that park bench, and eating pie during the parasprite invasion, and Lyra was drinking soda whilst next to her, and they were jumping together on a building during the Smile song... basically they were animated together a lot because their colors contrasted well. The characters were then developed through the fanon together as they were rarely seen apart. There is some separation for the whole Humans thing, and Bon-Bon's voices, but that's pretty much where they divulged. Their separate stories gave them personalities. Their personalities were matched together, as they stand together a lot, and they just so happened to fit. If it fits, and can be well-executed, it ships.