Maybe some people just like "edgy" things? Maybe it's okay to enjoy a gorefest that has no complex story? Mahou Shoujo Site ticks the boxes for me, as someone who loves gore and horror. And I mean, it's kind of even better when it's happening to characters who look so innocent - makes it easier to accept the ridiculousness of what is happening. This is not a series that is to be taken too seriously, even though it tries to be. And that's okay.
Story: Cute magical girls team up to stop an otherwordly evil and face hell in the process. Except the anime is non-canon and it ends on a cliffhanger. If that puts you off, don't watch this. There's bloody backstories, enemies to friends, a cute beach episode, and terrible villains.
Characters: There are a number of characters you have to pay attention to, and it makes it difficult to care too much about them. The story builds Asagiri, Nijimin and Yatsumura's backstories quite well, but the rest you don't hear too much about. This doesn't really matter for me personally, as any more would clutter the story I think. It's really easy to hate on the main villains (not saying who) because they're just that horrible. It's really easy to cheer on the girls.
Style: Cute and colourful at times, dark and bloody at others. The art is decent and all the characters have their own distinct styles and personalities. Music isn't terribly memorable, but also wasn't off-putting.
Recommendation: If you like gore, horror and generally fucked up scenarios, Mahou Shoujo Site is for you. If you like anime that finishes the story, it is not for you. I probably wouldn't watch it again, but if you're the kind of person that's ended up on this page because of the genres, then I'd recommend this for you.