Why is Sayaka a lesbian? So that she can't have her heart broken by Kyousuke, of course! Same thing with Mami and Kazuko, so that the former doesn't feel alone.
The world is still royally fucked up for the same reason that it is still royally fucked up at the end of the actual series. Much of world history has apparently been driven by the Incubators in the form of the Magical Girls system. You can only change the system so much without rendering the world unrecognizable.
Sayaka's magical girl costume has received a noticeable change: She's wearing a suit of armor. Now look at the description of Madoka's magical girl costume: Almost entirely black, with a long detached skirt. Since in this world magical girls are powered by despair, it only makes sense that they be dressed to resemble their witch forms.
Madoka wished for a world where her friends would survive, her wish did not include the rest of the world.
Sayaka's newly traumatic past. Why did it happen? So her idealism would be broken before she became a magical girl, where it would get her in trouble.
If Homura's going to be absolutely unstoppable, then why is Madoka's wish for a world where all her friends would survive preventing her from getting the courage to make the contract? Because the wish isn't protecting Homura. It's protecting everyone else from Homura. Of course, this means that Madoka is included in her own wish since, if she dies, Homura would snap andkilleveryone'' out of sheer rage.