I'm not sure because I didn't do that, but from what I've heard (SPOILER)She's pissed off at you because you did the deal instead of sticking to your principles. Interestingly enough, people have dated Kate after she snuffs it. Apparently she's called them up as "Unknown Caller". I think you need to have asked her out on a date right before she dies or something but I could be wrong!

Kill her anyway. Roman is boss and his car service is very useful, especially because his driver is the only one who doesn't get scared when you do drivebys out of it.

On that note, it is a lot of fun to call up Dwayne's goons, and Roman's cab driver, and the four of you have an adventure where you drive the entire way across the map from Alderney to the airport with six stars. I've only managed to get to the bridge from Algonquin to Broker/Dukes. But it has been awesome every time.