Yuuki Yuna strikes me as more grim than Madoka just because with Madoka, I knew from the start (on account of SHAFT and Ume) that whatever Urobochi's reputation said about him, it was impossible for the show to end badly. The fundamental nature of anime is to be an entertainment medium, and the fundamental nature of entertainment is gratuity. When you speak of gratuity, there are two kinds (positive i.e. sex, good feelings + negative i.e. gore, despair, etc.). Urobochi, just like Takahiro (the guy behind Yuuki Yuna) had a reputation for negative gratuity but SHAFT itself has an inescapably positive one.
With Yuuki Yuna, there's nothing actually stopping Takahiro from going as full-despair/gratuitously cruel as he wants except himself and maybe his expectations for sales (contrary to popular misconception, no series in the mahou shoujo genre has ever succeeded by selling despair, Madoka Magica included). It's for the latter reason that I actually predict Yuuki Yuna won't have a grimdark conclusion though.
Personally, I'm okay with calling series like this or Genei wo Kakeru Taiyou Madoka clones because they develop/play on the audience's expectation of a bad ending. The thing is that these later series are so inelegant though. Although Madoka had a brief early period where it played at being a 'normal' magical series, because Urobochi's reputation was so widespread, everybody practically knew from the beginning that things would get depressing (and if they didn't, the early reveal fixed that anyway). Ironically, instead, Madoka's actual writing was carefully balanced to develop a basis/anticipation for a happy/triumphant conclusion, taking the imperfect nature of the world for granted; a deliberate choice by Urobochi searching for a breakthrough in his writing, likely helped by a mindset of adjusting himself out of respect for Ume/SHAFT. So the anticipation in the story was actually directed towards a positive payoff, which was very solidly delivered and thus everybody celebrated (aside from the fact that most SHAFT fans are fans of positive gratuity).
Conversely, what these copycat series have done is over-fixate on Madoka's initial gimmick that "A magical girls' fate is much more terrible than than people conventionally imagine". By delaying/drawing out the revelation of whatever sick cruelty they've invented for their particular mahou shoujo story, they've directed the anticipation of their stories towards "when/how will we see these characters suffer", instead of "when/how will we see these characters survive/self-realize". After wasting screentime/development on stupid/tasteless shit like this, by the time they pull out the 'surprise' happy ending, it has no chance of being as solid/consistent/powerful as Madoka's at all. Predictable result: they're doomed to fade away into obscure mediocrity.
lol, sorry for the :opinions: rant, I guess. As for the series and this 4koma spinoff manga as a whole, I do still like it well enough to enjoy watching it thanks to the Yuuki/Tougo subtext (and Itsuki/Fu I guess). I would actually recommend even the anime to yuri fans, but it is frankly not as good as Madoka (or stuff like Saki/Strike Witches).