1) I don’t know Nikki’s world of origin and the character she is based on, so if the reason should be found there, I wouldn’t know. I can only go by what she spelled out: “his determination about saving as many innocent people as he can” is lovable, isn’t it?

2) I may need to reread the series (it’s not one of my favorites, because I’m only vaguely aware of most of the word worlds involved, so I don’t have vivid memories), but I seem to remember that Sergio’s past is mostly unknown or he told contradictory stories about it, not to mention the newest trailer. Sergio may have been involved in a war or warlike situation, like a secret service operation? Innocents were killed, specifically a young girl? Did Sergio do it? Couldn’t he prevent it to happen? Should she not have been there in the first place, and it was his fault that she was there? Yeah, this last one sounds most probable.

3) Is it annoying? I wouldn’t say I’m eager to find out what it’s all about, because I’m not really invested in Sergio’s story. But if I get the chance and have the time, I may give it a shot.

Now to me being annoying, although I’m not overly confident that my grammar is right:

He was like one one of those hot-blooded anime heroes. I don’t think you made Nikki stutter intentionally?

The little girl didn’t have the time to come out with a remark for his partners. Shouldn’t this be her partners?

The Unison Deviced tried to recall the full name of the series, but failed.. There is an excess “d” at the end of “Device”?

Nikki asked to the Nurse visiting her. There is an excess “to” in this sentence?

”Why I am not surprised?” Nikki said. Should be “Why am I ...”?

“Why you didn’t say that earlier?” Sergio complained. Should be “Why didn’t you ...”?

“Interesting. What version it is?” Should be “What version is it”?

The last three may all be meant to show that Nikki, Sergio, and Makes-Things aren’t native speakers, but they do use universal translators, right?

I don't have any coherent thoughts about this mission, other than that I liked it, but I though I'd let you know that people were reading your stuff. I also don't have any ideas about your WMG questions right now, but I might get around to them (along with more substantial concrit) in a reply to this.

For one who does not speak English natively, your writing's pretty good. I am quite unfamiliar with the Madoka-verse, but I was still able to keep up with the story.

However, there are a few spots where your English is off. If you don't mind:
1) You have: "Judging by how the Unison Device fit well in..." It's "fit in well," not "fit well in." Better yet, try writing "how well the Unison Device fit in."

2) It's "caught," not "catched"

3) "Weight" is a noun, "weigh" is a verb: "Weigh much," not "weight much."