No one was ever saying the orb cost was the same and you can provide a p=0 proof by just observing that:

1. Colour sharing forces you to pull more non focus blue orbs (seed both summons with the same RNG and different coloured orbs become blue orbs containing the other focus unit).
2. Those additional blue orbs reset your pity rate meaning your average pity rate will be lower and hence the probability of summoning your target will be lower.

The question people normally then have is "ok, how much of a difference does this actually make" but the p test you've given can't actually answer that question. Funnilly enough a p test would be incredibly appropriate for answering that question, although it seems far more productive to just be lazy and something, something convergence in distribution to just bash 100000 simulated summons and assume that the sample distribution is a sufficient representation of the underlying distribution to make direct comparisons between them.