Apologies if someone else has mentioned it already, but I keep thinking of that quote from Stephen King's novel and film The Green Mile. John Coffey says of "Wild Bill," the man who murdered two sisters, "He killed them with their love," referring to the fact that Bill had threatened the girls, at the time of their kidnapping, to each stay quiet, or he would hurt the other one. He used their love and loyalty against them to bring about their deaths.
I suspect the killer here brandished his gun and made a very similar threat, and that the girls complied, each hoping to protect the other. My personal theory is that he had a round in the chamber, just in case one of them attempted to fight or flee, but didn't need to use it: so before he left the crime scene, he ejected it to make the weapon safe before hiking out, possibly not realizing that anything about an unspent bullet could tie him to the crime, or perhaps not realizing just where it fell and too rushed to look for it.
