Maybe they beamed out into an escape pod. I always got the impression the sisters always had an escape plan in mind for most eventualities--or maybe just one of them escaped and she is planning her revenge as she recovers.
The interesting thing is that we simply don't know what happened to them. The CLAIM that the sisters were killed, but the fact is that we never saw their BoP explode at all! What we saw was actually the explosion of ANOTHER bird of prey, namely the one commanded by General Chang, which was destroyed nearly a century prior! What are they trying to hide? Why are they trying to deceive us? What secrets are they hiding from us, and what is the truth? What could they gain by faking the deaths of the Klingons aboard that ship?