Excuse my ignorance, but why would two T-39s be flying in close formation?
Simulating a bomber/attack aircraft formation? IOW, they may have been the "targets" for some exercise involving fighers or even ships. Just speculation of course.
I don't know what these particular T-39s were doing, but similar business-type jets at P'cola are used to train radar intercept officers in how to conduct air-to-air attacks.