"Over two decades 137 sets of twins eventually visited Thomas Bouchard's lab in what became known as the Minnesota Study of Twins Reared Apart. Numerous tests were carried out on the twins, and they were each asked more than 15,000 questions." You'll notice that the second half of the paragraph mentions "15,000 questions" which further confirms this was a study that twins were "a part of" or "In".

This is a sentence structure we accept to mean This activity now is referenced by this name. Here is another example: "In what became known as the Freeport Doctrine, Stephen A. Douglas argued that..." It's similar to how we say a character was IN a movie or IN a book. We could say that IN the Freeport doctrine, Stephen A.Douglas argued that..." except the "became known as" part adds the information that at the time the activity took place it was not known by that name. It became known as...

The speaker is saying that the twins visited the lab as part of the study. "In" denotes that they were "in" (or "part of") a group, as opposed to indicating that they were "in" a place.