I see it all the time where Madoka Magica is praised simply because the characters die. It's different, but it doesn't make it superior to other Magical Girl shows.
Characters do die in Magical Girl shows, even among the main cast. In the latter case it's known for not being permanent, but still. Of course since most Magical Girl shows are aimed at young girls, the girls shouldn't have to die for the entertainment of the viewer.
The monsters can be shown as dangerous without having to kill off a character. In fact that sounds like a good idea for a story. A veteran Magical Girl suffers a series injury and passes on her powers to a new girl until she recovers.
Anyway, for me since Magical Girl shows are a source of uplifting and heartwarming goodness, death, especially among the main cast, has little place in them, especially if it drags the entire mood of the series into the toilet. If the death is well written and the characters overcome the loss eventually that's fine, but it shouldn't drag the mood down for an excessive period of time.
And so I ask the viewers, what is your take on death in the genre?