Maria's flashback of the Russian Revolution in 1917, wherein we see Maria being forced to watch her beloved captain die during their battle. Maria screaming "Captain!" is very heartbreaking. Any veteran who has lost a comrade or fellow superior in a war or battle will know Maria's sorrow.
The aftermath of the first battle in episode 3. It's especially painful for Maria, who goes into a Heroic BSoD over Ogami's earlier actions, and goes out on her own to fight Setsuna.
Sakura's backstory with Takeshi. Despite her grandmother Katsura's warnings, Sakura plays with Takeshi and when the sky turns black, Takeshi tells her that Raijin (aka Kaminari-sama) is angry. Just as Sakura assures him that Raijin's not angry, lightning suddenly strikes and kills Takeshi offscreen. Imagine how Katsura must have felt the entire time Sakura was with Takeshi that day.
The Flower Division's Heroic Sacrifice towards the end of the game to let Ogami and the girl with the most trust points get to Satan. It becomes even more tragic in the backstory to Sakura Wars (2019), knowing that they are doomed to disappear again, this time during the Great Demon War.
Ayame Fujieda's death and resurrection as Michael. After healing the rest of the Flower Division, she helps them banish Satan for good and bids them farewell. The final shot of the team with Ayame at the end of the game also doesn't help.
