Technically, you don't have to. None of the Suzune Magica cast are particularly powerful or useful. Most of their abilities are very straightforward or redundant with our current powerset or those of our tentative allies. A few of them are quite strong, yes, but Sabrina has enough brute force to handle most anything in the setting anyway. There really isn't anything that sets the girls of Hoozuki apart from pretty much any other random gang of megucas (as opposed to, say, the Asunaro gang, who have science knowledge and an established relationship with Mami).
It would certainly suck for them to die, but if we save them, we'd essentially be getting in the mood of saving literally every meguca out there - because again, the only thing that sets Suzune Magica's cast outside of the hundreds or thousands of other meguca in Japan is that we know their names. And if that's the case, you might as well just build a time machine and go rescue all the historical megucas.
Please tell me this isn't giving you guys ideas.