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Tear Jerker: magico
The whole reason the Magi are so Axe Crazy? It's not just that they were used as test subjects for forbidden spells in their youth. No, the real reason is because there was a fourth brother, the youngest, who after being infected by a forbidden ritual and rejected by anyone who could cure him, died, rejected by the world. And that boy's dream? To become a white magician, so he could cure his brothers when they were hurt.
And then Gaspar turns himself in after seeing that Shion really could protect his loved ones.
And then there's Shion's past where became what he is because his mother decides to make him stronger by sacrificing ten children for a dark magic ritual.
And the fact that said ritual failed and he's actually a "degraded human." He is worse at everything than every single human in the entire world. The fact that he's gotten as far as he has is due to his love of Emma and his decision to make it up to the ten children that lost their lives.
Chapter 46. Shion gives up all his happy memories of his time spent with Emma, Luu, and Anise in order to defeat Faust, because to him they're precious enough to be used in a high-level ritual.
Ending Downer EndingWhy? Well, just for the fact... That everyone forgot EVERYONE and EVERYTHIG that has happened in the ENTIRE MANGA including all their friends and family having the worst case of Laser-Guided Amnesia that is not only a tear-jerkingly sad, it goes straight to the nightmarish and scary.