Why did Mary Tudor (King Henry the 8ths daughter) have her cousin Lady/Queen Jane Grey executed? Why did she not let her go for Lady Jane Grey was said to say that she never wanted the crown in the first place, so why did Mary do it?
To cut a very long story short and to put it way too simplistically, Lady Jane Grey was a threat to Mary I as long as she lived because she could be used as a figurehead for rebellion. Although Wyatt's Revolt had actually aimed to replace Mary with Elizabeth, Lady Jane Grey's father was involved in it and it was his actions which highlighted the need for Jane to "go". Mary was under pressure from the Spanish to deal with this threat and she did. It was not something she relished doing.
You can read more about Lady Jane Grey's fall at