makes a first eye, a and b being miai. threatens to kill the corner in a capturing race: see variation [2]. Hence connects. makes the second eye. If she omits it, Black at c or destroys the second eye.
[1]
If at here, White wins the capturing race. Losing four moves with a to d, she still has 7 liberties left to attack, while Black has only three to defend (he'll have to react to one).
[2]