All the girls get bullied in this series though. Sayaka gets a huge bulk of the screen-time, but it's subjective whether or not she suffers the most out of anyone personally speaking I think she does, since she's established as "doomed" no matter what you do. Even when she is given a "happy" ending, it still involves her giving her life for a boy who will never return her affection.
I don't see much fan-art of Yoh from Saya no Uta, for instance. Even Sayaka never got it THAT bad.
I like to think it's because she's the most developed character out of all the girls. While Homura has a lot of mystery and interpretation over how she would react in certain situations, and Mami was given little screen-time to really flesh her out, by the time the series is over we have a nearly complete grasp of Sayaka's character and her interactions with the others.
In other words, it's easier to come up with fan-art, whether amusing or depressing, because we have a good grasp over how Sayaka would react. That's why she's my favorite, personally: when Urobuchi joked that she was actually the main character, it wasn't a complete lie.
I heard a description once that seemed apt, so I'll repeat what I remember of it here:
Sayaka was the "fun" character, the one who was almost always smiling or joking around, and who initially took so much pure joy in her magical-girl abilities. Such characters have more of a natural magnetism to them than others, and doubly so if they happen to be girls. Even though, looking back at the story now, Sayaka really did have "DOOMED" tattooed on her forehead from the moment we first saw her with Kyosuke in the hospital, we were still drawn to her and rooting for her all the way down the line.
Personally, I also feel Sayaka was the most "real" of the main girls, the most like someone you yourself might know in your own life, perhaps even yourself. There's nothing especially exaggerated about her situation or personality, as it sometimes is with the others. That makes it all the easier to totally understand her thought processes, and what she's going through at every step of the way in her downward spiral through heartbreak, madness, and the eventual destruction of her soul. And that makes it hit home so much harder. Mami's death was sad because it was so sudden, and a major shock when you first saw it; Sayaka's death was tragic because she was someone we'd come to know, maybe even love, so well over the course of the series. It was like losing one of your best friends.
That last spoilered statement really hits it home.
In fact, the first time I felt genuinely caring about the characters was in episode 6...
during the reveal about the Soul Gems.
At first I was shocked in an excited way, like "aw man, you girls are screwed now!"
But then it cuts to Madoka cradling Sayaka's corpse while in tears, and then my thoughts changed to "Oh man...poor Sayaka..."
It will always be an argument over which character was best, which character suffered more, etc. But it takes a special kind of monster to not feel at least some sympathy over Sayaka.
