These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
The fact that her death makes it look as though she sublimates into swirling gas could indicate the former. It's a pretty weird way to go naturally, and she specifically begs him for mercy. None of Zagato's other minions liked her very much, and Emeraude wasn't around to see- so it wouldn't affect their opinions of him.
On the other hand "mercy" could just mean a healing spell, and he doesn't make any spellcasting movements or say anything. Plus she was already dragging herself on the ground from her wounds- which had been inflicted by magic and could possibly result in sublimation- requiring him to do nothing more than stand there and let it happen.
Another explanation Is it possible that Alcyone was already dying from her injuries inflicted upon her by Umi and Hikaru and Zagato had no healing powers, he wasn't a healer so there was nothing he could do and it was too late to ask someone else to help? Also since his minions were watching, he had to put on this You have failed me face so the others would know they couldn't get away for failing because he had to protect his love." .
Hmmm... The closest to a healer that Zagato had around was... Princess Emeraude herself. (In the anime, she was seen healing Zagato's hand few before he died). Zagato may have been Genre Savvy enough to believe that, while Emeraude wouldn't refuse to heal someone who needs it, Alcyone herself wouldn't react well and would go the Murder the Hypotenuse way. (Which she does attempt to do in the anime.)
Subverted: it seems to be this... until it drops the first strong hints in regards to Sierra's identity. (She has a birthmark on her breast, which Presea lacked of.)
Complete Monster Debonair. Not only she was born as the incarnation of Cephiro's collective bad feelings and acted as such, she almost mind rape Hikaru when she was most vulnerable and tried to kill her own "daughter" Nova when she had no more use for her.
Draco in Leather Pants: Zagato. Yes, his true motivation wasn't evil, but he still did plenty of evil things to try and achieve it and was incredibly callous to his own follower, Alcyone.
Fans and reviewers will often describe Fuu as shy or a wallflower, even though her very first action in the series is to walk up to a complete stranger and give her a gift. In fact, she shows no inclinations towards shyness or timidity through the entire series. Being thoughtful and an avid gamer does not overlap with shyness, people. Plus she's next to Hikaru and Umi for most of the story—and most people would look quiet and reserved next to those two.
Some fans assume that Hikaru is poor because she doesn't go to a fancy private school like Umi and Fuu and her house is a kendo dojo. But it's definitely a Big Fancy House anyway, just a more traditionally Japanese one—which means the Shidous are just as loaded as the Hououjis and Ryuuzakis.
Some fans from Latin America think that the Pillar of Cephiro can only be a woman, as Eagle is depicted as female in the Spanish dub.
Fan-Preferred Couple: Although Umi/Ascot is a kind of Beta Couple (though an unrequited one) in Part II, Umi/Clef is a very popular pairing in the fanbase because of the way their initial antagonism gives way to mutal respect and concern. Doesn't hurt that Caldina teases Umi about the possibility in the anime.
Fridge Brilliance: Eagle Vision has white hair, golden eyes, and a black outfit. The same coloring as a Bald Eagle. Which is the animal symbol of the United States of America- the country that Autozam represents. While the Middle East (represented by Chizeta) and China (represented by Fahren) are older cultural/geographical zones with many distinctive symbols, the USA is rather young and does not have those many distinctive elements. The Bald Eagle is one of the few easily recognizable ones.
Jerk Ass Woobie: Alcyone, by the end of the second TV series. Specially with her Alas, Poor Villain demise. Also Nova, who is bon from Hikaru's own despair and sadness... but does really terrible things while trying to have her love.
Moral Event Horizon: Alcyone was crazy and probably psychotic, and dragging herself on the ground because of the wounds Umi inflicted on her, but did she really deserve for Zagato to leave her to die without trying to save her?
Debonair abandoning and then trying to kill the local Jerk Ass Woobie, Nova, who can be considered as her daughter. And then killing Eagle and Alcyone - and in the second case, when she was this close to a Heel-Face Turn.
Narm: Lantis' introduction in the anime. He comes in carrying an unconscious woman. Everyone in the room completely fails to notice her, even when he puts her down on a couch and explains that she was hurt trying to get into the castle. Then they all freak out because he has a tiny bit of blood on his hand—even Fuu completely overlooks the unconscious person with unknown injuries in favor of something that looks little worse than a cat scratch.
Padding: Because the manga's story moves very fast, the anime had to add new things to fill 20 episodes. Most of this is Character Development and further exploration of Cephiro, which many consider to be beneficial since it allows viewers to see the world that the girls have to save. However, there is some blatant padding when the trio discusses topics that have already been covered and flash back to things that happened the last episode.
What an Idiot: In episode 12 of the anime, the girls are "attacked" repeatedly with unsteady ground, falling boulders and trees, etc. They quickly conclude that the dangers are illusory, which Hikaru proves by allowing a large tree to fall on her unscathed. When they duck into a cave for shelter, they see... Clef! Who was petrified in the first episode! Now telling them that he rescued Emeraude himself and she's a-ok! This despite the fact that people have repeatedly told them they need to resurrect all three Mashin first and how the Magic Knights will be the only people able to save the princess, because all the Cephirans who have tried it failed miserably. And the girls... believe him with just the slightest hesitation. Fuu is the only one to suggest that his story is fishy. Cue shock from Hikaru and Umi when—once again—Clef and Emeraude turn out to be illusions and attack them.
The Woobie: The three Magic Knights after killing Emeraude.
Also Sierra. Say what you will in regards to the plot holes surrounding her appearance, but her inadequacies in regards to her dead yet still beloved older sister as well as her feelings for Clef are very powerful Woobie material.