This expression is used to define a relationship, sentimental or not, that involves very intensive feelings to the point to make it harmful. The adjective “fatal” defines a negative aspect of a relationship, as it is confirmed by the original locution, originated from the successful movie from 1989 "Fatal Attraction" interpreted by Michael Douglas and Glen Close. In the film, Douglas finds himself having to make accounts with a one-night lover, Glen Close, which is not willing to accept the idea of being only a “diversion” and pretends the official role. So she's persecuting emotionally and physically her lover until the tragic conclusion.