Why are these electrical outlets interconnected?

Very likely the actual path is: Out of the wall, into one socket, on to the next socket, and then back into the wall to some other socket or other load on the same circuit.

Have you identified the circuit breaker which feeds these (which would be a good sign) or breakers (something would be wrong if you need to turn off two breakers to turn these two off.) See what else is on the circuit that shuts off when you shut these off.