Actualy, if we are willing to intentionally mislead, this can be solved easily enough.
[X] "It turns out that our emotional state and the state of our soul gems/amount of magic are tied together. If we become too unhappy, we start to lose magic until we run out, and you know what happens when we run out...
-[x] To Kyouko "
Unless you have extreme faith in her, and no other choice, you will not tell her. In such an event, I will take the blame".
-[x] If pressed, we can straight up lie, and tailor it between "You lose your magic", "You might die", or just "You will die", depending on
how worried we are about her emotional resilience.
Don't quote me on this, but before Sayaka Witched, the stated reason for collecting grief seeds was either to stop the lose of magic, or to avoid death (I don't remember which one atm). Mami already has a built in excuse for why darkening soul gems are bad, we just have to tie it in to becoming unhappy. It is even truthfull, meaning Mami is a little more aware of the dangers and limits.
At the same time, this can, and probably will (because incubator needs his grief) come back to bite us in the ass. When the witch reveal is thrown out there by Kyuubey, there is the extra "you knew, and tried to hide it from me" for that extra trouble.
For right now, there is also the fact that Mami considers Kyuubey to be a good friend, one who stuck with her when literally no one else did. Assuming she doesn't just decide we are all full of shit, she now has to deal with that betrayal, the idea that he would Want the death of Kyouko's family for the purpose of killing her. At least Kyouko is there to soften the blow a bit, so this isn't too bad a time for this to happen. Sadly, there is shit all we can do to meaningfully influence this emotional Rollercoaster. Best leave it to Kyouko.
We told Kyouko where Witches come from earlier, right? Because I don't quite remember, and otherwise she wouldn't know.
Hey, dark though for you all. In timeline two, the one where Mami, shot Kyouko after the reveal, forcing Madoka to off her? Did they know exactly what a soul gem was at that point, without the Sayaka/Kyouko fight to spur the reveal? Because if not, Mami might have been hoping she could destroy the source of their magic without harming them, saving them from becoming witches. She might have had no idea she was killing her best friends.