Cassie's death in episode 6 season 1

Hi, already watched the 3 seasons of 12 Monkeys but wanted to watch them again before the 4th comes out. And I was wondering something, in the 6th episode of the first season, Cassie is kidnapped by the tall man and she is killed because Cole is sent back in 2043 and Jennifer thinks she is loosing it.

I think there is something strange, why would tall man kill Cassie if Olivia tells him that she is important, that she has to be ready. Why before Cole and Aaron come back to save her, she dies? 

If she dies, no plaig is necessary since cole and cassie could not have a baby and the plaig's only purpose is Cole coming back to stop it and meeting cassie.

I don't know if my question is really clear.

Why does tall man kill Cassie ?

Thank you !