You'd think so! But these photons never existed in a common light cone because their lifespan is short. In fact, in this particular
experiment, one photon was detected (and ceased to exist) BEFORE its entangled partner was created.
In this next experiment, the entangled photon pairs are
spatially separated (and did coexist for a period of time). However, they were created sufficiently far apart that they never occupied a common light cone.
High-fidelity entanglement swapping with fully independent sources (2009)
https://arxiv.org/abs/0809.3991
"Entanglement swapping allows to establish entanglement between independent particles that never interacted nor share any common past. This feature makes it an integral constituent of quantum repeaters. Here, we demonstrate entanglement swapping with time-synchronized independent sources with a fidelity high enough to violate a Clauser-Horne-Shimony-Holt inequality by more than four standard deviations. The fact that both entangled pairs are created by fully independent, only electronically connected sources ensures that this technique is suitable for future long-distance quantum communication experiments as well as for novel tests on the foundations of quantum physics."
And from a 2009
paper that addresses the theoretical nature of entanglement swapping with particles with no common past, here is a quote that indicates that in fact this entanglement IS problematic for any theory claiming the usual locality (local causality):
"It is natural to expect that correlations between distant particles are the result of causal influences originating in their common past — this is the idea behind Bell’s concept of local causality [1]. Yet, quantum theory predicts that measurements on entangled particles will produce outcome correlations that cannot be reproduced by any theory where each separate outcome is locally determined by variables correlated at the source. This nonlocal nature of entangled states can be revealed by the violation of Bell inequalities.
"However remarkable it is that quantum interactions can establish such nonlocal correlations, it is even more remarkable that particles that never directly interacted can also become nonlocally correlated. This is possible through a process called entanglement swapping [2]. Starting from two independent pairs of entangled particles, one can measure jointly one particle from each pair, so that the two other particles become entangled, even though they have no common past history. The resulting pair is a genuine entangled pair in every aspect, and can in particular violate Bell inequalities.