Laena murdered herself because she was aware that she would not survive giving birth and that she and Daemon’s unborn kid was probably already dead.
She revealed that she desired a Dragonrider’s death, which entails committing suicide by dragon fire, as foreshadowed in an earlier encounter between Laena and Daemon.
Since she knew she would die regardless, she hurriedly performed a dragonrider’s death before passing away during childbirth. Even though Vhagar is a dragon, the beast’s expression says it all.
