Regardless of whether you call it supernatural elements, magic… (I’ll be referring to it as magic anyway), there are moments in which magic is greatly used and others in which in my opinion, even though they are not incorrectly used, it doesn’t add anything new to the story/theme of the VN or Anime.
Introducing it from the start just gives the story a whole lot more possibilities. Angel Beats! and Charlotte’s stories and main themes revolve around their magic worlds or elements. Basically, it allows the writer to create a whole new set of rules to place the characters in. A great example I find of this, even though it is not from KEY, is No Game No Life. The main characters are sent to a world that works in a very different ways, and you can see how everyone has adapted his lifestyle to those rules.
Introducing magic elements at the climax generally contributes to a big fail. Every single magic element should be slightly foreshadowed or even fully explained, regardless of when it is actually used. The reason for this is realism. For any story to feel realistic it needs to have a decent logic consistency in between the events that happen. When this doesn’t happen the audience / readers are left out thinking that the plot development is all too convenient.
KEY works however, don’t have this problem as far as I know. The magic used at the climax is usually properly foreshadowed.
And this is what I don’t like about those magic endings. As you’ve said, the issue is not (Shiori’s route and CLANNAD After Story spoilers) keeping Nagisa and Shiori alive.
Then, why do you use magic to solve a problem that never existed?