Diablo Interpretation of correlations between Components

Hi, I am using DIABLO to determine whether sets of predictors from two data sets predict a binary outcome variable. Based an exploratory sPLSregression analysis set the correlation in the design matrix between my two data sets as 0.22. The Diablo solution is 3 components. The prediction in an external test set yields a BER of 8%.
The correlation between the first, second and third components from each dataset are .22, .01, and.18, respectfully.
How would one interpret the lack of correlation between the second components from each data set?
Thank you,
Jen