Yuna had a dream of something that happened to Lenne, but she saw Lenne as herself in the dream.

I know she has the dream because she's wearing Lenne's dressphere, but that doesn't explain why they look alike. lol
"If Spira was Final Fantasy 7's world then I would say that Lenne's pyreflies were the pyreflies that made Yuna"

This is the best answer I've seen. And it also fits with how phantoma works in Type-0. So I'll take it.
This thread I found is a mess. lmao Someone was just asking why they look alike and a bunch of ppl replied like "I don't think they look alike."

Yes they do. In case you don't have eyes, the game *tells you* that they look alike. It's stressing Yuna out!!!
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