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生气 means become angry, as you know. Separately, 生 as a verb, means generate/become, and 气 means anger.
literally, 那么大 means "that big", "so big", stressing on the severity of anger.
In addition, 何必 implies that you don't need to , or don't have to do sth, and is always followed by something bad for the person addressed. It's used in rhetorical question.
Literally, the sentence means "why are you generating so much anger ?" or, why are you so angry?
But, because of 何必， it's not really an open question that asks the reason, but actually tries to persuade you that please don't be so angry.
