This is expected as McDaniels is regarded as one of the top head coaching candidates of this offseason. Patricia is also considered one of the brightest minds, although some have trouble separating his success with the Patriots defense from head coach Bill Belichick's influence.
The Dolphins are familiar with reaching out to the Patriots for a lifesaver, after offering Patriots director of player personnel Nick Caserio the general manager role back in 2014.
It would be a major surprise to see McDaniels take a head coaching role with a rival of the Patriots after Belichick saved his career after a failed stint in Denver. It would be far more likely that McDaniels would look to a role with a team like the Giants or Titans.
This would also mark Patricia's first head coaching interview, although it seems likely that he'll be in New England for another year or two before receiving a head coaching offer.
Unless week 17 was a "Winner-Take-All" match, I wouldn't expect either of these interviews to lead to a new job.