Despite the Maou and Hero's best efforts, these still happen.
* Little Sister Maid's quiet speech reveals how bad her life was before.
-->'''Little Sis Maid''': Everyday is warm, the bed is comfy, this dress is pretty, and I'm with Big Sis everyday.
* Watching Hero's companions when they realize that they only increased his burden by fighting with him is pretty hard.
-->'''Female Knight''': It doesn't matter when or where. If you're leaving in the future, I want to be near you. I don't want to be left alone anymore!
-->'''Archer/Butler''': You're too strong, Hero. No normal human could accept your strength. That strength completely isolates you from the rest of mankind. The reason you left us was so we wouldn't have to bear that isolation, right?
-->'''Female Mage''': When something happens to Hero, it's my job to go and make his wish come true! Do you understand what it did to my pride that twilit night when I couldn't do anything! Can you understand!?
** Which is made infinitely worse by the fact that all three of them sound close to tears when saying these lines.
* Older Sister Maid's rousing speech at the Demon King's hearing, about how she was born a serf and how the King was the first one to treat her like a human rather than an insect.
** The most pitiful part must be her listing how all her siblings died in increasingly simple and tragic ways. Not unreasonable for the time, but heart-rending to hear said.
* The heroes' reactions to the results of [[spoiler:the Holy Key Expedition's use of muskets.]]
-->'''Retainer/Young Soldier:''' [[spoiler:So many dead... Dead... So many... They won't laugh anymore or talk anymore... They rushed into that storm of bullets trying to protect me, to protect each other... All of us came this far together. They were my comrades! Why couldn't I... Why couldn't I protect them...?]]
** Female Mage, Older Sister Maid, and Female Minstrel can only watch all of the events unfold before them. Female Mage clearly has become insensitive to all of the death, whereas Older Sister Maid and Minstrel decide to do something to avoid further bloodshed.
** For Maou, it's made even worse because [[spoiler:she was the one who invented muskets.]] [[spoiler:During Central's assault on the Southern Union, they managed to kidnap and torture the man whom she gave the blueprints to for the information.]] She's very clearly in a slump after that.
* When Maou, East General, and Duke Silver Tiger go to reinforce Gateway City, the Archbishop orders the Lily Knights to get Maou's head. [[spoiler:Duke Silver Tiger performs a HeroicSacrifice in the form of a YouShallNotPass, taking the brunt of all the bullets being fired at Maou. She is shattered by his loss, and it takes Young Merchant and Fire Dragon Princess to get her out of her slump.]]
-->[[spoiler:'''Duke Silver Tiger:''' It was a fun war, Demon Queen!]]
* After the Church has a number of their foot soldiers become [[spoiler:suicide bombers]], Hero has had enough of it and throws off Female Mage's shackles of not using his abilities. Right after he stops the immediate attack on Gateway City, though, [[spoiler:NoGoodDeedGoesUnpunished, as the Archbishop steals his powers, leaves him to plummet to his death, and brands him a heretic before ordering the soldiers to bring back Hero's head.]]