The twins were well known for there mischief, however they were also well known for being tattle tales.
Ayame was the brains and airi the mischief. And they knew very well when someone else was causing it. They didn't like sharing there "genius" and would tell chiyoko when something was wrong with the others.
So naturally when arata took chiyoko's keys, they knew.

They immediatley told chiyoko and the others about there finding.