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In the UK there are many towns 'paired' with cities from around Europe, I have never worked out why or if there is a reason for these connections and think not :)

Yes, these are paired cities or twin cities as they're called in France, and that's just a way to promote themselves in other countries. In the case of Ronda it dates a few centuries and I always thought it was because of the legend mentioned above. Seems like it is a legend or rumor afterall. The mayor and his councillors couldn't tell me the real story behind the name. Not that it matters much anyways.
Enjoy your vacation for sure ☺