>>280186700 (OP)Because the core themes are borrowed from existentialist philosophy. The story is not just about fighting monsters, but about the very purpose of one's existence.
Sayaka and Kyoko's conflict in particular is related to existentialism's base observation: one cannot live like an angel, content with just bringing happiness of others, nor can one live like an animal, caring only about one's own self. Sayaka and Kyoko seem to have opposing ideals, but they approach the same dillema from different sides. Their deaths repudiate their own ideals; Kyoko sacrifices herself for others, while Sayaka's denial of her own desires leads directly to her death.