If this is a newer DECT type phones, they are acting as separate extensions of a "phone system" which is the base unit. They are not connected in parallel to the same line as older cordless phones were. What model is the system? You'll need to check the manual for the "conference" or "join call" feature - basically, whoever picked up the outside line first will need to conference the other handset in or someone on another handset will need to press a button, the other handset will not be automatically connected.
For example, this is from a VTech cordless DECT phone manual: <q>
<strong>Join a call in progress</strong>You can use up to two system handsets at a time on a home line call. You can buy additional expansion handsets <a href="
Press OFF to exit the call. The call continues until all handsets hang up
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