Why does temperature shock kill fish?
This due to a phenomenon called "cold shock". This induces a number of physiological changes in the fishs metabolism and also in its behaviour and can lead to death. 

The first paper cites some reasons in table 1:


Brain and central nervous system response: Changes in neuronal
activity
Catecholamine and corticosteroid response: Release of hormones due to
the shock.
Haematological and metabolic response: Changes in red and white blood
cells and lactic acid in the blood.
Protein expression and molecular responses: Changes in the expression
of proteins of the heat shock family.


These changes (especially in brain and nerves and also the hormones) can deregulate the fishs metabolism so much that it can die. Shock is a critical condition. Obviously a lot of research is going on, but I recommend reading the two articles below for further details.



References:


Cold shock and fish
Physiological stress responses in the warm-water fish matrinxã
(Brycon amazonicus ) subjected to a sudden cold shock