Mahiru's backstory, which involves being kidnapped, abused and photographed, developing a second and more violent personality and killing her captor in order to escape. Not to mention that the experience left her traumatized of men and a phobia of the light.
Entire Tokaku's character development subplot. Through the influence of your roommate you go from Emotionless Girl and The Stoic who sees her entire life as a list of objectives to complete - to being considerably more humane and normal. You finally realize that you have to take your life in your own hands and set your goals and objectives by yourself. Yet the first problem you have to solve by yourself in your life - is to decide, was it all real, or it was just the work of some "laws of nature"? Did you really become self-aware and independent,or are you simply deluding yourself? And even worse, there's only one way to check, and that is - to attack your roommate with a killing intent.
If the show hasn't gone for a full HappyEnding, it would be a very sad tragic story. And even with the happy end - it is still a very sad story, just without tragedy. Extra credits go to the final episode, where Tokaku still shows some signs of My God, What Have I Done? towards Haru.