Hang on, just had a thought.
Perhaps Rey is important to Palpatine because she shall be the one to destroy the Skywalker bloodline and restore the Sith.
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Her actions in TLJ force Luke to sacrifice himself to save her and the Resistance.
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Her stabbing Ben on the Death Star in the current version forces Leia to intervene and save her son at the cost of her own life.
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Finally, Ben gives his life in order to save Rey at the end of the film.
Palpatine could view anyone capable of destroying his most hated enemy to be his spiritual heir, worthy of sitting on the Sith throne. He tells Kylo to kill Rey at the beginning because he knows that either Kylo will kill Rey and join the Sith, or Rey will kill Kylo and fulfill her sinister destiny.
Kylo’s speech to Rey on the Star Destroyer would convey this information, letting her know that she was responsible for Luke’s death and would be responsible for Leia’s death as well as his own, unless she joined him now and they destroyed the Emperor outright. He’s telling her that by the end of this every Skywalker will be dead, unless she turns from her path and joins him.
“Why did the Emperor want to kill a child?”
“He didn’t want to kill you, Rey; he believes you to be his heir…the one who will destroy the Skywalkers and restore the Sith. But the prophecy is coming true…Luke is gone, Leia is dying, and I will soon follow, unless we destroy the Emperor…together.”
On the Death Star, this prophecy seems to be coming true in front of Rey’s eyes. She runs to Luke in fear, seeking his perspective of the destiny that is being fulfilled. He tells her that she must still confront that fear by going to Exegol, and Luke reassures her that this will not deter him from supporting her. He gives her Leia’s saber, since he knows that Leia would have still considered Rey family.
Finally, in the confrontation with Palpatine, she is joined by Ben and together they face Palpatine. However, he drains their life-force and so fulfills the part of the prophecy where Rey shall restore the Sith. After this, Ben suffers apparent pit death, and at this point the prophecy seems to be entirely fulfilled.
Then Rey is visited by the spirits of Luke and Leia and they tell her that her journey isn’t over. She must rise and fight for what their family stood for, and bring balance to the galaxy.
The final scene has her confirm that she is the spiritual successor to the Skywalker family.
So this is a version of ‘Rey killed her parents’ except it is forward-looking; she is destined to kill her newly adopted parents.