Mami's death set the tone well for the start of the episode. Where being a Magical Girl isn't all sunshines and rainbows. Especially Homura elaborating that Mami has no one close to her. Given Homura's warning to Madoka earlier, does being a magical girl put the people you associate with at risk? Of course, Madoka lives with a loving family and seeing how she is down after Mami dying, you can't imagine if anything happened to her family.
Sayaka is still visiting Kyosuke, and honestly, I am not sure what their exact relationship is. At the very least, we know he was a talent musician. He seems to be an idol for her. Of course, she looks at her hands and thinks that she doesn't need it as much as he does. Essentially, survivor's guilt is eating up at her. Despite her trying to comfort him, he gets more agitated. On one hand, you can't blame him anyone would be frustrated. Though it appears that Kyuubey is still around. When you add the other which at the end of the episode, which creates a major conflict. Unlike Homura who was willing to back off when Madoka started learning about being a magical girl. She may very well out be set to kill Sayaka.
At the same time, Madoka can't erase the knowledge of being a Magical Girl and Witches. Which happens towards the end of the episode when she sees Hitomi with the Witches Mark on her neck. It feels like it will be inevitable until she becomes a Magical Girl. Especially if Sayaka runs into trouble.