From a WIRED interview:
On Vision:
Anthony Russo: Vision, of course, plays a very special role in Infinity War. He is the only character who has a Infinity Stone built into his body. We knew that put him into a very special place in our storytelling because of that. His well-being and safety was at stake if Thanos was going after the Stone. His relationship with Wanda was very important to us in this film because as their romantic relationship continues to develop the stakes of that character and his life become so important to her.
One of the most tragic moments of the movie–and one of our most favorite moments of the movie of course–is when she has to take his life in order to stop Thanos from getting the Stone by destroying the Stone that is in his head. And to watch those two characters approach that moment in the way they did is really one of the most inspiring parts of the story for us. Paul Bettany has always said he thinks about Vision as his primary motivation as someone who is seeking to understand humanity. And I think with that final gesture, Vision finally achieved full humanity.
On Wanda:
Joe Russo: Scarlet Witch, like Black Widow, had a complicated history. If you start off as a villain it’s usually you’re motivated by self interest. What’s so compelling about her, is she has become of the characters who most readily displays empathy and love towards someone else. Her love story with Vision was really the most essential core of the film. And the real tragedy of IW is as they were cementing their relationship with one another, this external force injected itself. Forced her to make an incredibly difficult decision as a hero: Could you kill someone you love in order to save the universe?
Anthony Russo: And it was doubly tragic, too, because of her character history, as having lost her brother. Certainly one of the more tragic, and in some ways inspiring parts of the story for us.
Those Celestial Bodies 