Since the why of Anya was killed in Chosen is clearly not a question that can be explained by in series reasoning...

He killed her because he wanted to add "meaning" AKA pain to the ending while still keeping it happy, and from what I read, other people had convinced him that killing one of the core four would ruin the happy part of the equation.

It's also the reason why Amanda (I think that's her name) died, while Kennedy survived. :)