Unneeded? It's not like she was a tacked-on afterthought, here -- three-quarters of the story was about exploring the effects of adding Sayaka. And as far as I'm concerned, it should feel weird and disconcerting when she shows up. Madoka gets slowly but surely warped by the complete-isolation-except-for-Homura situation, and if the narration does its job then the reader should be affected her disorientation at the sudden change.

The second-to-last chapter is the second longest as-is (with the last chapter being the longest). And again, the whole point of the epic final battle is to be chaotic and rapid-fire and fast-paced, and well past the time of exposition. No matter what kind of attention you wanted the characters to get at this point, I can't imagine where the narrative would have stopped to shoehorn it in.

Of course Madoka is affected by Sayaka's death. She's also in shock, doesn't get any time to let the reality of it sink in, and has had her emotional presentation in general messed up by the captivity. I think the reaction you're expecting is the one that would have hit her not long afterward -- except, of course, that she didn't last long enough to get an "afterward."

I'm glad you liked...well, mostly just the first five chapters, I guess. Sorry you didn't care for any of the rest of the plot.