A tournament official confirmed the Williams sisters had withdrawn but did not specify a reason.
The sisters, too, preferred not to say why they pulled out of the doubles competition.
"According to the rules, you don't have to give a reason. I think we'll stick with that," Venus Williams said Thursday after winning her second-round singles match.
She said she was allowed to be coy, which prompted a string of questions.
Was it the heat?
"It was warm," the 34-year-old American said. "I don't think it was as warm as it could have been. But, no, that wasn't it."
Was there a medical reason? Were doctors consulted?
"No further questions on that," she said. "I object. Sustained. Thank you."
The questions continued at Serena Williams' postmatch news conference Thursday.
"I don't think we have to give a reason," reiterated Serena, who also advanced to the third round. "I think Venus answered that already."
The Associated Press contributed to this report.