Methylation is generally a somewhat heritable property of a eukaryote genome - each site starts off either methylated or unmethylated in a gamete, and its status tends to be propagated. When you measure methylation in a population of cells, you are measuring some kind of average of all the cells, but in cases where inheritance is true, you are seeing the same level of methylation in all the cells in the pool.
Inevitably, in a diploid organism, some sites will be heterozygous for methylation status, so strictly speaking, methylation data is likely to be trimodel, but for in many (most?) organisms, heterozygosity for methylation is probably at a low level, so it looks bimodal at a gross scale. Perhaps this is what you are observing here.
There are of course many sites where methylation changes during development, in which case intermediate values would be observed. Also, since methylation is generally observed in a somatic tissue, there tend to be a proportion of cells where a methylated site has changed its methylation status due to unreliable copying, which is probably more faithful in the germline.