Maybe the plot starts getting slightly serious now? Marie was able to survive the guillotine because she convinced Emile (plus the other 2 maids) that she had changed and stopped wasting the kingdom's money, taunting the poor, executing her critics, and stealing women's lovers away. Doing all that was just a taste of making her recognize her actions cause harm to others to the point that they want to kill her.
Yuuki is different because maybe the real reason why she killed Marie is because there is a serious conspiracy that wants her dead and she tried to warn her before Marie brought up the ball. Seeing that Marie was focused on trying to get with men made her think it was better to go through the execution herself since she believed Marie wouldn't bother hearing her out.
(I do find it funny that her harem is going to be filled with a lot of yandere and we're all in agreement)
I think things may have a serious undertone since Marie expresses how dear Yuuki is to her and that the other women introduced will bring forth other issues that haven't been relieved. I'm assuming there's gotta be someone who she considers a rival who's going to cause her a lot of problems by threatening to steal her harem.