Good question! Why did Prue die?? WHY??
Because she gave her life to save her sister's life, because Phoebe wasn't there where she needed her, probably because Leo tryed to save Piper first but the first reason is because apperently for Phoebe, Cole's life was more important than Prue's one... so Shax did it.
I just don't get it: Phoebe should know that Cole belonged to the evil anyway and nothing and no one could save him for that. Love is blind but in this case her love for him killed Prue and almost Piper.