There is game called "Divinity: Original sin" where you also play for two characters. It's RPG game, and this heroes are in the same party, but it's not important. As I understand the intentions of devs, they planned this two protagonist's for multiplayer, where one player choose one answer and another can argue, accept or be indifferent. The funny thing is that if you play alone, you basically play for them both and it looks like you talking with yourself, lol. More then that, if you companion choose other answers it could ruin some interesting side-quests or dialogue lines. Of course, the devs took this experiense and added in the next game 6 unique heroes, for one of which you can play. I'm personally prefer play such games alone without multiplayer, to feel the atmosphere, if you want, and this second protagonist could be interesting companion or lover, but unfortunately you was forced to play for him as well.
Sorry for this little off-top, it's just bright example of a game in which I also seen two protagonists. As
BloodyMares mentioned it maybe really good if you have someone to play this game, and I think it's cool, but despite that, I think most players play this game alone. Personally, I don't like when in such games devs just throwing at us girls which you must date or interact, I prefer more freedom gameplay, where you can choose, who will be your main interest. In this game it's kinda forced at the beginning, but as for ver. 0.3 hopefully we can separate Ian and Lena, and I'm glad about it. In my playthrough I would prefer they never meet again and just forget about existence of each other and have they own fun. For me Cindy was interesting at first, and i wanted to look for her, not for Lena, but in last update she kinda show herself in such unpleasant angle, that now I'm feel like Ian will stay alone to the end of the game, lol. But at least I will have my fun with Lena, so far it's looks promising.
I talked much about 2 protagonist but it isn't really thing that bother me, to be honest. I really like this game, and it's more closer to reality, than most of the games in this site. But the thing I don't like so far, it's that all this friends of protagonist's meet each other. Seriously, how small is this city?
At first it was kinda oookey, but after Axel arc, this feeling of reality start begin fading away, and I guess this not end yet. I more prefer when we know about few main characters, they have own story arc, they passing through events of their life and at some point they meet, and usually it's happening in the middle or end of the story. At least it was that way in books i've read. And they could not even interact directly with MC, but simply leave their trace that would affect the main characters. Maybe it's just my thing and nobody is bothered by this, I just used to such plots, where exist separates lines of story and in this game all these meetings look far-fetched to me.