(Note: This post contains HEAVY spoilers and is mostly intended for people who have seen the movie, especially those who are confused about it.)
When I first heard that the third Madoka movie was going to have "all five girls together for the first time" I got worried. Quite a bit worried, actually. See, the thing about Mahou Shoujo Madoka Magica the show (and also the first two movies) was that it forewent many things you would expect to see in a magical girl franchise, most notably the main character as a magical girl. I was afraid that instead of trying to further explore the story they laid out (a task that I saw as nearly impossible, but more on that later) they would opt for a more standard narrative. Something like a separate timeline where all 5 girls are living happily together fighting witches or wraiths or something similar.