Sasha and Milla are all about being different, you know?
I imagine them both thinking “really?” when first being assigned to work with each other - they would look at each other and see how different they even looked. And then they’d go on missions together and they’d have to be able to trust each other, so they’d learn to trust each other, and then they’d properly learn to respect and care for each other. And slowly Milla would stop caring that Sasha’s clothing choices were so boring, and Sasha would stop caring that Milla looked like a Tiffany lamp. They’d learn to really know each other, and Sasha would still cringe away from everything tacky and Milla would still want colour everywhere, but they’d make an exception with each other, because their bond would have grown that strong.
And in everything, it would be about their differences, complementing each other, but it would also be about things they have in common - psychic powers, nightmares from their past, things unsaid that led to them becoming Psychonauts. And they’d develop a mental bond strong enough to help them know what the other is thinking on a mission without having to say it. But there would still be things left open between them, which is why Milla is surprised Sasha would compliment her Levitation skills. Because as much as they trust in each other and respect each other, they may not fully realise just how much the other pays attention to them and cares about them.