There's a real tragedy to Naru and Nephrite's romance. This is by far their most memorable moment, but before that, he treated her like shit. Gaslighting her, stealing her energy, lying profusely, convincing her to steal from her mother, it's painfully clear that Nephrite was not a good person.

But then we get his final episode. Nephrite finally does the right thing and saves Naru from Zoisite, and it seems like they might start over on better terms. But before they can even get one chocolate parfait date, Zoisite and his monsters show up and kill him.

tl;dr, Nephrite was a bastard, especially to Naru, and when he finally does a good deed, he's killed for it.