Police said that, according to the witness, the two women were sitting 30 feet apart with their heads in their hands and making loud noises described as praying.
The sisters' mother told detectives that a Saudi official called her the day before the bodies were discovered and said the family had to leave the US because her daughters had applied for political asylum.
Two sisters found dead along the Manhattan waterfront last month led lavish lifestyles in New York City in their final weeks before their money ran out, and previously made comments suggesting they may kill themselves, the NYPD said Friday.
The NYPD says there's no known nexus between the sisters' death and the Saudi government.
The New York Post, citing unnamed police sources, reported this week the day before the sisters' bodies were found their mother received a call from the Saudi embassy saying the family might have to leave the United States because the daughters had applied for political asylum. Tala Farea had been missing from Fairfax since August 24.
Financial records obtained by police indicate that they stayed at "a number of high-end hotels", routinely ordering meals. Investigators believe they were both still alive when they entered the water.
Later that day, the sisters were found in the water, duct-taped together.
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While cops did not rule the deaths a suicide, they did say that sources had information that seems to at least point in that direction as a possibility.
The pair were living together in Virginia at the time of their disappearance.
An undated police sketch of sisters Rotana, left, and Tala Farea.
Detectives spent the last week interviewing family members in Virginia and trying to piece together the sisters' movements in recent months.
They were students who were accompanying their brother in Washington, according to the Royal Consulate General of Saudia Arabia.
"When the complete investigation is done, we'll have a good idea of what exactly transpired", NYPD Chief of Detectives Dermot Shea said earlier this week.
Officials confirmed that at some point the sisters had applied for asylum in the United States, referencing their alleged abuse. After they were located by authorities in December 2017, they were placed into a Virginia facility "similar to a domestic violence center".
Their mother told detectives she received a call from an official at the Saudi Arabian Embassy the day before the bodies were discovered, ordering the family to leave the USA because her daughters had applied for political asylum, the NYPD said Tuesday.