Satine: Tell our story Christian, that way I'll-I'll always be with you.
Zidler: Send Christian away.
Satine: He will fight for me.
Zidler: Unless he believes that you don't love him.
Satine: What?
Zidler: You're a great actress, Satine. Make him believe that you don't love him.
Satine: No!
Zidler: Use your talent to save him! Hurt him, Satine. Hurt him to save him. There is no other way. The show must go on. We are creatures of the underworld. We can't afford to love.
Christian and Satine: Come what may, I will love you until my dying day.
Answer: If Satine runs, the Duke takes control of the Moulin Rouge and shuts the place down, putting everyone she works with onto the streets. If she stays with the Duke, she'll still die, but the Duke won't have any real reason to shut things down. She could run away with Christian and have a few days of freedom and love with him, but she'd be condemning everyone at the Moulin Rouge to destitution, plus the Duke would probably have Christian hunted down and killed. By staying for her final few days, she saves everyone that she loves, at the price of her own happiness (and that of Christian, but at least she'll save his life).
Tailkinker ★