Surprisingly, this has nothing to do with the lolita tendencies.
Before I begin, I want to mention that I dropped this series after the third episode. If any of my complaints are addressed in the episodes that followed, I wouldn't know, but from what little I've heard, the problems I found in it are still present. Feel free to correct me, although I doubt that I'll ever pick up this show again.
When I watch a show that immediately assures me that it's "serious" due to its art style and assumed plot progression, I ask two questions: what is the conflict, and why should I care? The second is a more important question than the first, since shows can have minimal to no conflict, and I could still care for a variety of reasons, usually because of character or theme. However, in the majority of shows, the reason they give the audience to care starts with the conflict, and everything else grows around that. This is true for Day Break Illusion, yet somehow within three episodes it undermined its own conflict to the point that everything else felt ridiculous and shallow.
The first problem is that it did not adequately explain its conflict. Three episodes is plenty of time for a twelve episode show to explain its premise. The assumption seems to be that the blanks will be filled in by the fact that it's a magical girl show; magical girls fight monsters because they are evil, the end. This would be fine if this were a simpler show, but from the beginning Day Break Illusion tries to convince you of how "deep" it is with its conflicted heroine and demonic monsters. Not once in three episodes did I hear why these monsters were possessing people and attacking others, nor what they got out of it.
There's a similar problem with the magical girl's side. What would happen if they lost to these monsters? They talk about fighting to save innocent people, yet it's established that their deaths will have no effect on the world because of memory-erasing magic. How convenient for them! I thought that some better answers would be presented once the main character went to magical girl school, yet they barely discuss magic. A lot of things seem to be purely stylistic decisions rather than doing double duty of informing the world and characters, like randomly putting the characters into cages for no apparent reason before dropping them into the monster's lair. They state that they want to exterminate the ambiguous evil that is possessing people, yet a line later say that there's no way to find people who are infected until it's too late. Keeping the deus ex machina magic I mentioned earlier in mind, what is the point then?
The flimsy reasoning behind the conflict directly results in bad characterization. The main character either immediately gives up or talks in broad strokes about how killing people is wrong, but since the show has established that death doesn't have an effect on the world, it comes off as shallow instead. The end of the third episode tries to put a Band-Aid on this by saying that the possessed people want to be killed, but again, where's the problem? Why fight the monsters when the net loss is zero either way? If the characters have nothing to really overcome with the world giving them easy answers despite the "dark" atmosphere, then there is no conflict.
This show desperately wants to be like Madoka Magica but completely misses the part where they make the characters human and messed around with the viewer's expectations. Madoka Magica took the idea of playing the hero to the logical extreme, exposing a core of selfishness alongside realistic repercussions of magical girls existing in a world very similar to our own. Day Break Illusion takes away the repercussions, yet still expects the viewers to be invested in a moral quandary that's been made a moot point by the show's rules. It mistakes having a unique artstyle for having a good show, and despite being a visual medium, just having cool artwork is not enough to be a good anime. Assigning tarot cards to characters does not give them personality. Stating that something is evil and needs to be destroyed does not make me fear it. Day Break Illusion seems to be taking a lot of things for granted from its audience, and because of that it all feels hollow to me. They can use every "edgy," "dark," and "deep" trope in the book, but if it can't give me a real reason to care, then it also doesn't have a reason for me to keep watching.
Images from Crunchyroll.com.