In earlier versions, I had it happen a lot. You have to raise their affinity with each other. Sometimes they would call you saying they were about to party and invite you over. If you turned them down, but headed over to their room anyway, you could watch them.
To raise their affinity with each other, it helps to dress them either REALLY scantily, or completely nude, and then when you do activities like class or training room with two girls with you, they gain a little affinity for each other. Easiest way is texting them first thing in the morning, adding both to your party, then doing three rounds of danger room. If they really don't like each other, they may not both sleep with you (in the same bed). You COULD get them to make out with someone they didn't really like, but both girls would usually just kiss, not get down to the dirty stuff.
I haven't played in a few versions, and some things are different, so I won't know if it still stands until I get to that point. I tend to play slowly and without any cheats. I try and build up each girl to the point where they will start accepting the other girls dating me if they can be with me. It stems form early versions of the game where Rogue was SUPER clingy and would just declare she didn't care what you say, she was your girlfriend now. Then, as soon as you did ANYTHING with Kitty, she would PSYCHICALLY know, accuse you of cheating on her, and never forgive you. Because of that, I tend to avoid raising love too high on any of the characters until I can get them to agree to allow other girls into the relationship.