Kyouko fell first. Sayaka fell harder after she died.
Imagine being a newly ascended magical girl archangel and suddenly being privy to what amounts to your existence in an effective multiverse and you get to see yourself mostly fall to despair and die over and over again. And through all that darkness there's that girl who in your last life before ascending you were kinda starting to be friends with and kinda hated. And she tries so hard in to save your soul from despair even though you know and she probably knows its useless, going so far as to die for you over and over again just so you don't have to be alone in your despair and death. A girl who, inadvertently through your own follies, you save from a cynical life and a very likely ignoble end and who, in the end, finds meaning to her life if for one brief brilliant moment in trying to save you.
I think there's also the likelihood that Sayaka realized the tragedy of their existence that they were basically exactly what the other needed in their lives to counterbalance each other and save each other were it not for the situation of their existence as magical girls.
And Sayaka can't do anything for this girl who has literally given up her soul for her time and again because she's dead and kyouko is not. But she so dearly wants to. Wants to repay her for all that she's done. Wants to appreciate her back. Hell, maybe just wants the opportunity to meet this girl who fate has clearly bound her to so tighty under less cruel circumstances. To tease her back and kick her ass and have a life together if they can.
And then her best friend/god comes to her with a mission and...
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