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I believe this is true but I dont really know for sure. Maybe I should ask some officials from KLCC ... they sure can give the right answer.
By the way, I guess it is quite logical to assume that the Twins were actually built to face the said direction. In fact, what would be more compelling and dramatic in putting the whole process of designing the towers (heavily adorned with beautiful Islamic motifs & patterns) to an end but to finally erect them to face the direction of the land of 1000 du'as (prayers) ... the holiest place in Islam... Makkah! Now... that is so, very, very awesome, is that not?
For readers who are not very familiar with Islam teachings, Muslims all over the world perform their 5 times daily prayers facing to the Ka'bah (Islam's holiest shrine) which is located in Makkah. And, if they can afford (physically, mentally & financially) they are also required to pay a visit to this sacred site at least once in their life time. I have attached a Qibla Locator (to locate the direction of Ka'bah in Makkah from anywhere in the world) below... so you might want to try it out and see for yourself the direction of Makkah from the Twin Towers. Just type 'Petronas Twin Towers, KLCC' in the box and click 'Locate'.
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And below here is the 'new' Makkah. This layout plan is one of the many, many plans proposed to the Saudi Arabia government. Whether this particular one below is chosen is yet to be known. Anyway, take note of the identical twins (in orange circle) in the picture... long distance twins of the PETRONAS Twin Towers?