The talent "Heightened Senses" reads:

"Allies within close range of the character add a boost die to their Perception or Vigilance checks. Allies engaged with him add two boost dice instead."

I understand this, but my question is... when are allies ever engaged? Usually that happens when 2 opponents are brawling. So I guess the allies would be wrestling? carrying an ally? hugging? haha, I can't think of a time when this would come up in the middle of allies being engaged.

"Engaged" means "within Engaged range" - i.e. no more than, say, five to ten feet apart.

So if two allies are riding in the same vehicle or taking cover behind the same overturned table then they would be engaged with one another.

Engaged is just the smallest range band, meaning you are within 2 metres or so. Then it is close range, medium and long.

It's the same sort of thing that, unless specified, you can usually assume that a squad of Stormtroopers, etc, are engaged with each other.

Engaged is "within melee combat distance" ie, the point where melee becomes more dangerous than a firearm, or when firearms have to deal with a person physically disrupting the aiming process. (why it goes from Easy to Average). According to the Tueller Drill, that could be argued to be as far as 20 feet, but to have time to really do your attacks, let's say 5 or 10.

So, Allies within 5-10 feet (depending on gm/situation) gain two boosts, while allies within approximately 30 to 40 feet gain 1 boost.

Think boxing ring sized area.

Yeah, beginning of pretty much any encounter is likely to be engaged.