Shortly after Madoka Magica released (to great success), everyone started trying to make the next big "magical girl misery" anime. I think the reason those ones didn't really take off is because they missed the point of Madoka: the love of others and self-sacrifice is center stage, and we only really feel bad for the characters of Madoka Magica because we see them happy.

Madoka Magica isn't just a misery fest; Mami's death matters because we understand Mami's dreams and struggles, Sayaka becoming Oktavia is impactful because we see her downfall that isn't her fault (or anyone's for that matter). Madoka (and to a secondary extent, Homura) never give up hope or trying.

Madoka isn't constantly victimised and abused (unlike some over-the-top edgy magical girl animes I know) she's in tragic circumstances and still tries her best; still WANTS the best for the world around her.

Making something sad isn't about how much we see a character suffer and struggle; it's about making the struggles and suffering they go through impactful through their story. Wants, relationships, traits, and flaws... That's what makes a character's pain painful for an audience.