No, J&E are no longer harmonizing... they have concentrated on blending their voices, which is certainly an understandable and necessary first step.
They could do simple harmonies in the run-up to x-factor... and I certainly understand why their mentor chose to blend their voices and go w/ the stronger voice in terms of projection (John) due to the time constraints of the contest.
But what they are doing in concerts to date is not harmonizing.
It's not that difficult to harmonize... take it up or down a third on the verses, or just phrases, and come together on the choruses with finishes ending in the thirds, or fifths.
Call me a silly traditionalist... but it's kind of expected of dual/multiple acts.
this is harmonizing...
http://www.youtube.com/watch?v=FaSFzp6IDgw
It's called 'cradling' the melody... and yes, J&E can do it. It's actually not that difficult, just sing the harmony so many times that you actually think it's the melody.