They were let off on Monday after the police verified their identities with Russian embassy officials.
However, the security agencies are clueless as to how the yacht was not spotted by the Navy or the Coast Guard.
The 45-year-old man and his 39-year-old wife, both on the yacht sailing since last two years, ran out of food and water stock near the Yemen coast, police said.
After travelling further, they reached a light house near the Mumbai coast a few days ago where they spotted some fishermen and reached out for help.
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During inquiry, it was found that the couple are on a world sailing tour.
The police then contacted the Russian embassy to check their background and antecedents, which were found to be genuine, an official said.
"After proper verification and clearances from the Russian embassy, we have released the couple for their further journey," said Manojkumar Sharma, Deputy Commissioner of Police (Zone-I).
The incident has come as a shock to the police given that Ajmal Kasab and nine other terrorists had entered Mumbai via a sea route to launch the 26/11 strike.
"After the 26/11 Mumbai terror attack, the Navy and the Coast Guard had strengthened their coastal surveillance network. Despite better coordination among all security agencies, such incident has happened. We have to redo analysis of our security cover," said an official, who did not wish to be named.
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