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Vash found it disturbing to have three of his sisters growing out of his arm. But, really, that was something he had to get past. Whether or not he could see them at a given moment, they were part of him--part of his genome--and he had to come to terms with that.
Now, the easiest way to make the unknown feel less scary was, of course, to give it a name. So that is what Vash did, and the results were fantastic.
Immediately, his sisters seemed less like parasites and more like family. When no one was around, he often had chats with them. Naturally, they didn't chat back, but that was okay. It still helped him feel they were all on the same page, all part of this crazy quest to find their mutual brother.
Moreover, the next time Knives forced Vash to manifest his Arm, Vash knew exactly what he'd do.
Cool as a cucumber, he'd turn and say, "Knives, I'd like to introduce you to your sisters: Joy, Aranea, and Nelly," and just enjoy the expression on Knives's face.