you might not see Yuna and Lenne sing together, it depends what version of the game you have.
In the Japanese version of the game, it's like Yuna transforms into Lenne, she kinda takes on her physical appearance, but she does not sing with Yuna and then disappear (i know this for a fact - I downloaded the Japanese version)
In the American/European etc versions, Yuna and Lenne do sing together near the end

for some reason, they changed the movie