Families of coupled solitons of $mathcal{PT}$-symmetric physical models with gain and loss in fractional dimension and in settings with and without cross-interactions modulation (CIM), are reported. Profiles, powers, stability areas, and propagation dynamics of the obtained $mathcal{PT}$-symmetric coupled solitons are investigated. By comparing the results of the models with and without CIM, we find that the stability area of the model with CIM is much broader than the one without CIM. Remarkably, oscillating $mathcal{PT}$-symmetric coupled solitons can also exist in the model of CIM with the same coefficients of the self- and cross-interactions modulations. In addition, the period of these oscillating coupled solitons can be controlled by the linear coupling coefficient.
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