It's kind of like in "Highlander", where you're cursed with immortality, and doomed to outlive everyone around you.
Depending on your preference with pairings: Alice, Yukari, Remelia & Meiling, and Mokou will potentially ultimately suffer having to go on living without the person they loved... And pretty soon, if you think about it, the Queen song "Who Wants to Live Forever" comes to mind. And if you're like me, you turn into a blubbering mess...
That's part of why I'm a fan of Alice/Mistia, and manga where Remelia turns Sakuya into a vampire. Hell, Yohane's MeiSaku doujin addresses finding ways for humans to become youkai.
I remember this particular MariAli doujin I liked that I can't find anymore, where Alice is wearing Marissa's (now worn and frayed) witch hat after she dies of old age.