Eternal Reminder

Fate is just there to make Heaven's Feel more poignant as the story wraps to its close. Explaining the rules of the HGW so they can be subverted in the final arc. Mirroring the first major victory from Fate with Shirou/Medusa vs Saber. Analysing and ultimately rejecting his hollow ideals that kept getting him killed throughout Saber's arc (which outright ends with Shirou and Saber's unceremonious deaths).

Fate's the tutorial level.
Heaven's Feel is the canon end.