Fai chose to save Yūi, resulting in Fai being thrown from the tower to his death, though Fei-Wang tampered with Yūi's memory to make him think that he chose his own life over Fai. Promising to return Fai to life if Yūi becomes his pawn, Fei-Wang bestowed two curses upon him. The curses are to kill whoever is a stronger magician than he is (intended to kill Syaoran but is intentionally triggered by Sakura), and another curse that will use his own magic to collapse the world around them.
The story revolves around Fai's sacrifice, Fei-Wang's manipulation of Yūi's memory, and the consequences of their actions.  Fei-Wang imposed two curses upon Yūi: one that would kill anyone stronger than him (intended for Syaoran but triggered by Sakura), and another that would use his magic to destroy the world around them.