I don't know, I've found that a lot of Magical Girl shows have always had the darker undercurrent on themes. They might be typically aimed towards a younger audience but that doesn't mean they don't touch on very real issues kids of those age are facing. I've yet to watch Doremi (stuck on my backlog) but I've heard it gets very dark after the first season or so. There's also the notoriously cursed show Minky Momo where
she gets hit by a truck at the very end and dies.
https://youtube.com/watch?v=sJhnmkM9VKgI think the bigger thing with newer Magical Girl shows that is also affecting current shows in other genres is the desire to be edgy or "subversive" but not really getting how to do it well.
Shoujo series in particular where a lot of Magical Girl shows stem from, especially the older ones, loved mentally tormenting their characters and dealing with very adult themes. I honestly find the older stuff a lot more fucked up than the more "mature and darker types" that get put out now that just seem to be trying too hard.
If you're looking for really great Magical Girl shows I'd recommend Princess Tutu as it's one of the best in the genre. Too many people pass it over because of the cutesy look and the ballet focus. It's also one of the few series I'd recommend the dub for as it makes some tweaks that help the audience. I guess I'd also recommend Doremi even if I haven't seen it myself yet just because I've seen it praised very highly.