She was lying.
To quote from the Sin City wiki, which describes Ava:
An ex-lover of Dwight McCarthy, she manipulates men with her good
looks and an innocent facade for her own personal gain or amusement.
An expert liar, she is considered a goddess by Manute, her towering
manservant, and a "manipulative bitch" by Dwight. She represents the
classic femme fatale, acting as a foil to Dwight's hard-boiled
Ava, throughout the movie (and the graphic novels), continually acts in a Machiavellian style, doing what's best for her and lying remorselessly to achieve this. Towards the end of the scene you describe, she tries to convince Dwight to pair with her, as this is the best option remaining for her.
She didn't kill him earlier as he served a purpose and was strengthening her position and helping her out. She didn't let him die in the last scene as she believed she could still convince him to pair with her and they would be a formidable team.
He, finally, sees through this facade of lies and kills her.
So to summarise - she was very much evil, very much a liar and very much tried to manipulate Dwight at the end of the scene. He saw through this and killed her.