Currently Airing Anime

Black Rock Shooter episode 4:

 Spoiler

So it seems dying in the other world erases that persons memories of the thing or person they loved the most, with Koha and Kagari both completely forgetting about the people they love, though strangely, they both seem a lot happier. This really couldn't have come at a worse time for Yomi. She really has a problem, she seems to have an obsessive compulsion to have people 'Need' her, seeing her flip in this episode was really horrible, and the only way she can be saved now is by being killed and forgetting about Mato, how depressing

Saya basically plays on the characters fears and insecurities either because she's a massive sadist or she knows about the other world (which would make sense actually, since she is older than the other characters.

How the hell do you figure this stuff out? I just spent 20 minutes reading the episode synopsis for each episode because at some point I confused Dead Master and Black Gold Saw (whose names I only know because I read them). And I never saw your theory anywhere else, but it makes sense. Wish I wasn't so slow at this stuff sometimes.