According to Judy's explanation, Spiritual Dual Training required two people who love each other to completely let down their guards and reveal all of their secrets, thus merging both of their souls together. But, it was not easy to let down one's guard completely, and even two people who love each other have their own secrets and desires for privacy.
But, if they truly wanted to achieve Spiritual Dual Training, Steve and Wendy must become one in order to achieve the ultimate state. This state was the one that would result in the most optimum effect.
The reason why Steve and Wendy were able to enter the Spiritual Dual Training was mainly because Wendy's soul body was too weak. Also, Judy had opened up the space to the subconscious world, which explained why Steve could enter Wendy's subconscious world and enter the Spiritual Dual Training with Wendy directly.