listen i too used to think it's weird that in the musical elphaba cares more about fiyero being killed than her sister, but then i realized this is also true in the book lmao😭
book elphaba when fiyero dies: im gonna kill myself
book elphaba when nessa dies: *chilling at boq and milla's* she was kind of a bitch wasn't she
Personally I think part of the difference (in the musical) is the Nessa died because of her while Fiyero died for her.
Elphaba thinks of herself as a curse, thinks that she makes life worse for everyone she loves because of her - and it doesn't make her happy but it's something she almost expects.
But Fiyero giving his life for her, not as a consequence of his actions but because he actively stepped in to save her really sends her into a spiral.