I have mixed feelings on Sayaka's response to the Soul Gem reveal. It's a bit hard to relate to her feelings, and I can certainly see why some (Most?) people think she was overreacting. But... I don't know. If you had clear confirmation that souls do indeed exist, you'd presume that they were an important thing, right? And if your soul was sucked out of you, shouldn't your first reaction be that this marks you as different from most other human beings?
I think something that might help Sayaka's feelings be more relatable is that, at first, most of us essentially felt the same as she did. When I first watched episode 6, my initial response was something like "Holy shit, Sayaka has no soul?!" I did find the initial revelation weird and creepy, and at the time it made me view the Puella Magi as being different from other human beings. Over the course of the next episode I quickly realized that not having a soul actually doesn't make much of a difference, and given enough time Sayaka might have come to the same conclusion herself. She might have come to understand that there weren't any changes to her emotions, to her thinking patterns, to anything whatsoever concerning her heart and mind. Those initial feelings of disgust that some of us also shared just lingered with her longer and were harder to wash away because, obviously, she's the one dealing with the problem (And she didn't have much time at all to come to terms with the situation, dying rather shortly after the end of episode six).
Another thing to consider is that we don't see the scene where Sayaka learns the true story about the Soul Gems. Waking up to Kyubey going "Hi, I ripped out your soul" is pretty creepy on its own, but Madoka and Kyoko might have made things worse. Kyoko might have still been raging about how they were 'soulless zombies', Madoka might have been sobbing and grieving over Sayaka's fate... their kneejerk initial reactions might have imprinted the situation in Sayaka's mind as something worse than it would have seemed otherwise (Not that she wouldn't have been shaken up regardless, but the reactions of the others might have made things several shades darker).
Maybe the Light Novels will delve deeper into Sayaka's psychology, though, and explain in more detail the specifics of what bothers her. I have to say that I'm really enjoying your reviews, though, Kaioshin. They're a real pleasure to read. Keep it up.