Before answering this question, it is very important to realise how Shaw was challenging the views of the day and what the public thought of prostitution. Prostitution was considered to be a major sin, and "fallen women" like Mrs. Warren were outcasts of respectable society. However, through talking about the fate of Mrs. Warren's so-called virtuous sisters, Shaw tries to challenge the views of his audience by helping them to understand why somebody would become a prostitute to escape a fate involving hard work, drudgery and poverty. Note what Mrs. Warren tells Vivie about her two step-sisters, who were held up as a model of goodliness:

Well, what did they get by their respectability? I'll tell you. One of them worked in a whitelead factory twelve hours a day for nine shillings a week until she died of lead poisoning. She only expected to get her hands a little paralyzed; but she died. The other was always held up to us as a model because she married a Government laborer in the Deptford victualling yard, and kept his room and the three children neat and tidy on eighteen shillings a week--until he took to drink. That was worth being respectable for, wasn't it?

Mrs. Warren therefore tries to challenge the worth and price of "being respectable" by the fate of her step-sisters. The reality of life for the urban poor in those days was not pleasant, as is shown through the fate of one of her "respectable" sisters who lives a life full of hard work and is killed by lead poisoning. The only other option for a woman was marriage, which again had its own distinct disadvantages, especially if your husband turned out to be a drunkard. Mrs. Warren's choice to therefore become a prostitute and experience a very different life becomes more understandable, even if the audience cannot condone it. Vivie, her daughter, however, clearly does not agree.