Even with their recently fused energies, the twins' group could, at most, fight against a Peak Stage Elemental Space Realm enemy. A Space-Time enemy was still a little too far from their league, let alone two of them. The only exception would be if the twins burnt their Nascent Souls again. However, that would be too risky.
First, Luluch was a Middle Stage Space-Time Realm cultivator, not an Initial Stage one. The twins weren't sure if burning their Nascent Souls would be enough to fight someone at that level. No, only fighting wouldn't be good enough. They had to be able to defeat them, which sounded even more ridiculous.
Secondly, even if they miraculously defeated both Vruve Organization members, that didn't mean they could kill them. Chances were those two would escape when they realized they couldn't beat the twins. Killing them would be several times harder than just defeating them. It had always been the case in normal circumstances when experts of similar levels fought.