From what happened to Mami Tomoe in episode 3 we all fell ashamed that she died with oder without pride. She alone had a real supporting which was Madoka Kaname.

After that Sayka Miki became a magical girl because she had a wish which was to heal anyone who got hurt.

From that Sayka Miki died in episode 10 she and Kyoko were sitting on the bench around the train station talking to each other then Kyoko saw Sayaka's soul gem all blurry. After seeing that, Sayaka died from her soul gem not purified.