Even from a young age they could feel all each others' pain. If Pietro fell and scraped his knee, Wanda felt as if her skin was seared too. When Wanda felt her own pain and others, Pietro would get throbbing headaches that kept him running wildly off course, into walls like a maniac.
Once they got older, it was easier for them both to manage. He'd feel her, she'd feel him, but it was no longer intolerable. No longer unbearable, until that day.
Pietro didn't think it through. He saw a boy, a child, who he saw himself in. He didn't want that boy to die, or the Hawkeye, who'd spoken so well to Wanda that she'd responded in a way she'd never responded to anyone; anyone but him that is. This was his opportunity to be an Avenger. To do what's right, to stop what he'd started.
He didn't think of her. If he had, he never would have been able to go through with it.
When the bullets came, riddling his boy with what felt like a thousand tiny holes, she felt it too. Not as holes in her boy like she would've when he was young, but in her soul. She felt it ripped through her; her heart, her soul, her life.
The two of them were connected in a way that nobody would ever understand. Their lives were intertwined with one another, and there was no way, there would never be anyway, for them to separate. Expect for death, apparently.
They'd never expected it to happen. They'd always, always known that they would be together, be it in life or in death. But now it'd happened. The unthinkable, the unimaginable, the unbearable. She would never be the same. There was no way for her to go on without her brother.