I think three year olds are still engaged in parallel play and don't start playing more socially and interactively for another year or two. I have twin boys, and we were in a playgroup with my daughter who's 18 months older. Sometimes they played alone, sometimes together, sometimes with other kids. For quite a while, one of my boys gravitated towards his sister more than his twin. I think this was because he was highly verbal and more closely matched his sister.
I really wouldn't worry about it at all EVER. They'll make different friends eventually, probably more when they get into grade school, and especially when their different boy/girl interests start to naturally differentiate them. My daughter was the Pied Piper with her brothers until they were about six years old. (I think they finally figured out that they didn't have to do what she told them to do anymore.) Even though my boys definitely have their own interests, they have still been interested in a lot of the same things. Because of this, they tend to gravitate toward the same friends. I'm okay with that, and don't think that same-sex twins will suffer at all from not having their own separate set of friends.
In preschool, my boys were in the same class as it was the only one. Ever since Kindergarten, however, they've been separated and it's been fine. I knew that they would be okay because they played independently of each other, then would check in, then back to their independent playing. The 2 Kindergarten classes were separated by a bathroom in the middle and they liked that if the short hallway doors were opened that they could say hi but that was about it. Kids were seated at lunch by classroom, and they never complained that they couldn't eat together. I always liked it because one boy was stronger academically than the other. The one who wasn't as academically skilled often compared himself to his brother, claiming that he was stupid. This only strengthened my belief that it was in their best interests to be separated--I didn't want them comparing every single activity to each other, coloring page by coloring paper. You and your husband will know what's best for your twins when the time comes.
There are so many things that you hear a mother "should" and "shouldn't" be doing. It could drive you absolutely crazy. Let this one go and don't worry about it. It will work itself out naturally over time. Sorry if I've gone on a rant.