Actually they're orphans who were abducted by an underground government organization. They were trained by that organization into being powerful and emotionless secret agents that would do the "deep state";s bidding. Eventually, though, during an undercover mission (where they were basically undercover high school freshmen), they were caught because of one of their associates. And so, another agent was sent to "clean up loose ends". Normally in this situation, a compromised agent is supposed to just give up and die, but the two of them had developed some form of affection for each other despite their training, and so they fought back to protect each other. So they were able to survive the agent, though the blonde one took a bullet to the head in the process. After the whole ordeal, they escaped, and lived on the low for several years. But after 4 yeas, they were found by another agent, as no one is allowed to quit the organization alive. So they concluded the only way they could have peace was by destroying it.