Sayaka is just. She hurts me.
Like, you know when you do something that might be difficult for you, like cleaning your room or getting a good grade, and your parents ruin it for you by going on and on about how is the bare minimum and nothing to be proud of? That's basically what Sayaka does to herself. She tells herself she doesn't need Kyosuke's gratitude or a romantic relationship with him, because healing him is just being a good friend and person. She tells herself she doesn't need any kind of reward for putting herself at risk snd fighting witches, because saving people and getting the opportunity of being as amazing as Mami should be enough.
The problem is, thinking you don't need or deserve something doesn't make you want it any less. She did want a typical fairytale with Kyosuke, she did want being a magical girl to be cool and fun and to have her efforts rewarded (and how could she not? We're talking about a teenager). And the frustration of things not going her way mixed with the guilt of daring to be dissapointed or regret her decision in the first place crushes her. The realization that deep inside she's not doing this for heroic, selfless reasons. The realization that she'll never be the version of herself that she imagines in her head, the knight in shining armor that faithfully protects the people regardless of the burden.
