What does the last dialogue between Anita Yuen and Andy Lau in The Disciple mean?

Anita Yuen asked Andy Lau to commit suicide.

The last paragraph is:

Yuan: I can't say anything. If you say it, all of us will die. I don't care, but what about the two daughters, what about the daughters, what's in their bellies. For the sake of the children, you must go. If you leave, they can't help us.

Liu: I know what to do, but you don't have to say it.

As can be seen from the conversation, Andy Lau will be killed if the whole family is recruited, which means that Anita Yuen is also involved in drug trafficking. Anita Yuen asked Andy Lau to "leave" at the police station, so leaving means not leaving the police station, but leaving the world.

Andy Lau said that he knew what to do, indicating that Andy Lau was ready to commit suicide from the beginning, and the plot behind it was that Andy Lau committed suicide in the toilet.

Plot:

Disciple Rules continues the contest between police and bandits in Night in Mong Kok, but it is different from the traditional confrontation between police and bandits, and it injects strong social and ideological meaning through the theory of drug terror.

The film shows the inside story of drug production and trading with the mentoring relationship between Ge Kun and Ali, which constitutes the main line of wrestling between the police and robbers;

It also shows the great harm of drugs with the drug abuse tragedy of Afen couple, which constitutes the auxiliary line of narrative. This story, which broke away from the original soldier-thief game routine, endowed Disciple Rules with some rare social and ideological depth of Hong Kong police films.