Rotana Farea, 22, and Tala Farea, 16, were discovered October 24 on rocks at the edge of the Hudson River in Manhattan, about 225 miles from Fairfax, Virginia, where they lived and were reported missing in August.
The sisters' mother told detectives she had been called by a Saudi Arabian embassy official who ordered the family to leave the United States because her daughters had applied for political asylum, police said.
Police are trying to retrace the steps of the two Saudi sisters found dead along the Hudson River last week.
The law enforcement official told CNN it's become evident in the course of the investigation that the sisters did not want to return to Saudi Arabia.
Electronic court records indicated the sisters took Uber taxis to NY and arrived on September 1, Shea said. Police say it appears they were taped so their bodies would remain together.
Saudi Arabia's Consulate General in NY said in a statement that it had "appointed an attorney to follow the case closely".
Tala Farea, 16, and Rotana Farea, 22, had previously suggested they would rather harm themselves than return to their homeland, police say.
Tala Farea, 16, and Rotana Farea, 22, had been missing for two months, after they disappeared from Fairfax, Virginia, in late August. "It is entirely credible the girls entered the water alive", Shea said.
Investigators are still awaiting the results of toxicology tests to determine the exact causes of death. At the time, Shea said, "It was raised that they were the subject of abuse".
The jogger who said he saw the sisters praying went to the police on Wednesday. Shea dismissed reports they jumped from the George Washington Bridge because there were no marks on the body that would indicate a fall from that height.
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 US because her daughters had applied for political asylum, the NYPD said Tuesday. Authorities are investigating whether the deaths were the result of suicide, homicide or an accident, said Phil Walzak, deputy commissioner for public information for the NY police.
Officials from the Department of Homeland Security declined to comment and referred questions to the NY police.
Investigators are looking into reports the girls were allegedly physically abused in the past by family members.
Investigators are now questioning their friends and family to learn how they ended up in the Big Apple.
"We are out to get justice for those two girls and to find out exactly what happened", Shea said.