Spoiler:

I think that Lightning and her friends' focus was to save Cocoon rather than destroying it by killing Orphan. In fact, Vanille and Fang turned into crystals only after they transformed into Ragnarok and saved Cocoon. They didn't turn into crystals right after killing Orphan.

I wonder if Fang and Vanille have another focus to finish before they become free. I guess we'll know in Final Fantasy XIII-2 if it ever gets released.