It's explained/implied in their introduction episode. Their mother met up with three different guys and seemed to have a baby with each of them (the three robes). Afterwards, each of them left her for a different reason, prompting her to raise the girls alone.
The Kankers interpret this as a love story, so the Eds running away from them is their idea of a successful relationship/marriage. Similarly, the episode where the Eds pretend to show interest in them is something they (and their mother) are likely unused to, so they're scared and run away instead.