I thought this was obvious speculation fuel as well (though I didn't add it to the pool).

However I just noticed something very obvious that would lead to them both making those expressions.

If you look in the center of the picture you'll see that their hair braids have become intertwined. Sakuya is slightly annoyed by it whereas Meiling is very happy about it.

I'm sure a romantic theme began playing in the background the moment this happened.

But now we speculate on how did this event started

Now you tie the OTHER two braids together.
Success!

Meiling's hair is the red string of fate, meaning that Remillia is obviously responsible somehow.

lastsinz said:
But now we speculate on how did this event started

Easy, they saw Keine headbutt one to many times and wanted to try it out themselves at some point. Headbutt by Sakuya cause she's the one that likes to hurt and she saw an opening to try it, braids flap around during headbutt twisting around each other they pull away and the braids tighten... ONLY FLAN CAN HEADBUTT LIKE KEINE!

yay boredom

SakuyaHasPad said:
Now you tie the OTHER two braids together.
Success!

But then the backs of their heads will be stuck together.

Sakuya caught a case of the slackies from Meiling and fell a sleep right beside her. Marisa then walks by and ties their braids together as a joke and then heads off to "borrow" some books from Patchy. Later Sakuya wakes up and we have our current situation.

Inkerius said:
But then the backs of their heads will be stuck together.

Not if they're facing eachother...

01Sherlock said:
Not if they're facing eachother...

no shit sh-... nevermind

I hate it when my Swartz gets twisted!

So THAT'S how you reproduce in Gensokyo.