Simply scolding the OP doesn’t really help. Let’s focus on answering the question: “How can one enter the church and be baptized while in a state of sin?”
At the outset, a distinction can be made about being “in a state of sin.” In the words of St. Thomas Aquinas:
Certainly, today as well as throughout Christian history, all adults are to be “adequately instructed…in the duties of a Christian, and tested in the Christian life over the course of the catechumenate. The person must moreover be urged to have sorrow for personal sins” (c. 865.1). Even someone who is in danger of death, who has fewer requirements than otherwise demanded, must “promise to observe the requirements of the Christian religion” (c. 865.2). It goes without saying that living in a “public” manner that is contrary to one of the Commandments outwardly suggests a lack of sorrow for sin and suggests that the person has failed the test in Christian life.
For casual observers, baptizing such people can certainly be scandalous or cause wonderment (rightfully so). Besides, if a person has no will to reform his life yet wants to be baptized, the baptism is useless for his salvation unless and until he, in fact, reforms his life (the baptism is valid and the person is incorporated into the Church, however, even while remaining in sin).
There is the possibility that the persons involved are actually contrite and wish to reform their lives, even while living in a manner suggesting the contrary. In that case, baptism can be licitly conferred. St. Thomas states: “Therefore the sacrament of Baptism is not to be conferred save on those in whom there appears some sign of their interior conversion: just as neither is bodily medicine given to a sick man, unless he show some sign of life” (at above link).
If the women in the OP are trying “the brother and sister thing” then it seems they have a desire to live in accord with the Faith. One can debate the prudence of baptizing those who express a desire to reform their lives yet continue to live in the near occasion of sin. We wouldn’t want such people to be like the man in one of the Lord’s parables: one demon is driven out but goes and finds seven, worse demons and they all go back and take up residence (cf. Mt. 12:45). On the other hand, maybe the grace of the Sacrament will give these women the strength needed to resist those demons and regularize their situation.
Dan