The Reichenbach Falls is what Conan said to Professor Moriarty in the Conan theatrical version, The Dead on Baker Street: Please pay attention to the Reichenbach Falls three years later. Reichenbach Falls is where Sherlock Holmes and Professor Moriarty fell off the cliff together on May 4, 1891. Fortunately, Holmes did not leave this world, but Professor Moriarty died there. Also, when Jack the Ripper stepped on Conan and was about to take Conan out with a knife, Xiaolan said to Conan: Conan, Reichenbach Falls. It means that Conan understands that she is ready to jump off the cliff with Jack the Ripper in order to keep Conan from being eliminated. As for why, it's because Xiaolan remembered Shinichi's favorite words when she and Shinichi were on a mysterious roller coaster on their first date. I hope my answer can help you, I am a huge fan of this drama.