Wow, I could probably crank out a few thousand words on the story of this episode, but there’s two reasons I won’t do that: Firstly, it would take too long (it’s Sunday and I don’t want to work too much). Secondly, the theme of “a country where murder is not prohibited” kind of makes me uncomfortable in the context of the current state of the real world.
When Yuuki Yuuna wa Yuusha de Aru aired, it had already been almost 4 years since Madoka Magica. At that point I think it was no longer constructive or interesting to try to compare every magical girl show to Madoka, but in this case the similarities were too numerous to ignore. That’s not to say Yuuki Yuuna wasn’t interesting at all in its own right, but I feel like the comparison had to be made.