In the end, Yuuki Yuuna truly was a hero

You should watch the rest, it's only 6 episodes and has a good deal of character development (and suffering) for Yuuna, plus the greatest punch in recent Mahou Shoujo history.

also I have no clue why both shows failed so poorly at the whole show-don't-tell principal

YuYu: Hey guys I just tried killing myself. Like several times in a row. Super shocking stuff I know. What's that? You guys aren't questioning my sanity? Huh okay, anyway here's next episode, let's show you all those super shocking scenes again despite you knowing what happens"

Magia: Hey guys I know you, the audience, already know the plot of the original show. But let's have the characters sit down and watch a SLIDESHOW telling them about it. Super shocking stuff I know. And then literally 20 seconds later, let's show the exact same thing by going through someone's memories. Neat right?

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Madoka suffered a lot from exposition dumps as well, some episodes had a lot of talking heads and QB rambling about for half of it.