at the time she originally did that, yes, though it was less her personal mistake and more circumstance (and that fucking bunnycat) conspiring against her -- becoming a magical girl is one thing, but that doesn't make her breakdown inevitable (see: Kyoko, whose entire family died due to her wish but who managed to avoid becoming a witch).
But then you have the final episode, the scene with the violin recital, where Madoka and Sayaka are sitting there,
SAYAKA: Sorry. I guess I caused you a lot of trouble.
MADOKA: No, I should apologise to you. In order to save you, I don't have a choice but to erase everything that's happened. But if I do that, this future will have to disappear. I know this isn't the way you thought things would turn out, but I do think this is the way you want it to be. Your wish was a precious gift and you sacrificed so much for it. I have to honour it, respect it. Because it wasn't meaningless. So.
SAYAKA: ...I'm OK with that. Yeah, I'm OK with that. I mean, all I really wanted was to hear him play again, you know? I wanted everyone to hear him play that violin of his. The more people the better. Just remembering that again is enough for me. I don't have any regrets any more. I guess one thing still bothers me a little... but it's Hitomi, so I'll let it slide. Kyoskey doesn't deserve a girl as cool as her. I'm sure the two of them will be very happy, won't they?
(Sayaka's crying at this point)
MADOKA: Mmmhm.
MADOKA: Well, are you ready to go?
SAYAKA: Yeah.
which is fucking beautiful, and rewatching it made me tear up a little, but... here we have them talking with a bit of hindsight. Madoka's become God and Sayaka isn't in the spur of the moment anymore, and they both still choose the boy's violin-playing over Sayaka's life.
You can argue that they're still both kids, but the way it's presented is almost like the show talking right to you. It's perfectly in-character, it's beautiful, and Madoka choosing not to negate her friend's choice is... well, she's right in that it's not really her place to make that choice. It's like one of those stories where love and courage triumph, and stuff. But it's still an attitude that makes me a little bit uncomfortable. Shades of beauty and the beast syndrome, you know? That all-encompassing sacrifice everything for your man attitude.
Put it this way: I don't think this scene would ever happen with a male character in a giant robit show.