Why did Marvel kill off Quicksilver?
There's actually a lot of reasons Marvel decided to kill off Quicksilver in the same movie he was introduced.
He was too powerful. With time, Quicksilver could have picked up speed and made all of the Avengers useless. Thor is OP, but he's from Asgard and isn't always on Earth. Hulk has his anger to manage, and spent the last two years worth of movies offworld. Dr. Strange is also extremely powerful, but he's more recent and mostly deals with mystical threats. Quicksilver isn't quite that powerful, but he would make anyone like Captain America or Hawkeye pretty much useless unless the plot was very forgiving. Marvel fans wouldn't like this and while it's plausible, it doesn't benefit Marvel too much.
If you think back to the MCU vs. Fox problems going on at the time, Fox had a strong focus on (and rights to) the mutant side of Marvel. To the extent that MCU and related series couldn't even use the term Mutant or hint at their existence, to the point that several times the MCU cannon has made broad statements like ‘There are no credible studies that support precognition, telepathy, or extrasensory perception.' (quote from Melinda May in Agents of Shield, Season 1, Episode 4)
But around 2012, a rights sharing deal was worked out, the details of which are not well known. Kevin Feige himself said that "It's a little complicated. If they want to use them in the 'X-Men' movies they could, if we want to use them in the 'Avengers' movie we could."
Eventually Scarlet Witch and Quicksilver were introduced in a post-credit scene at the end of Winter Soldier in 2014, but they were the result of some kind of experimentation, supposedly, and not mutants.
Both became major characters in Age of Ultron, but of course, Quicksilver died, while Scarlet Witch went on to become integral to the Avengers.
On the other hand, don't forget that Fox's X-Men universe follows the opposite track, with a child named Wanda being shown in Days of Future Past. She is Magneto's daughter and has magic-like powers, though she's never referred to as Scarlet Witch, being killed off while still just a child.
From this, it seems the rights sharing deal included that one of the twins would survive in each side. Which is a shame, of course, but thinking about how awesome Fox's high speed shots are, compared to a much less impressive Avenger Quicksilver, I'm not complaining about how things turned out in that exchange.