If you pick large enough initial angles, the motion is much more complicated than it was for the simple pendulum! In fact, the motion will be chaotic for large enough energies, which means that if you make a tiny change in the initial angles, the resulting motion will look totally different. Notice, though, that if you set $\theta_1 \approx 0.33$ and $\theta_2 \approx 0.47$ (or as close as you can get with the sliders), then the motion is similar to one large pendulum. On the other hand, if you try $\theta_1 \approx -0.33$ and $\theta_2 \approx 0.47$ then the motion still looks regular and predictable, but now the masses rock back and forth in opposite directions. These motions are called the normal modes of the system.