I may have a deep fondness for The World of Madoka Magica itself in spite of mostly
viewing The Main Anime itself as 'merely' Above-Average, equal to how I'd view The World of Dot Hack(.Hack) in fact.
Though my gut says the main reason behind the On-screen suffering in the Main Anime aside from the obvious 'Careful What
You Wish For' basis of it, has something to do with the fact that whatever they've made contracts with might not be Infernal in origins or development, but is definitely NOT Divine either!
I took that idea to heart after reading a quote from the Abrahamic Texts actually, and when I view the World in that light,
it's pretty much there to Deconstruct Modern Urban Fantasy actually.
Except I'm not sure how much of that was on purpose.