The Nuclear Explosion Game Over is an ending which occurs when Alice has less than five affection and she's the last member out of the four to survive after a battle.
After narrowly winning the battle, Alice smile mischievously. With Natalie still stunned, Eric(a) instead asks Alice to use something to heal them. And of course, she choose Macabre Puppetry.
Returning to the camp, the Cutie Knights' activities resume as usual, with Alice as their leader. Everyone else does not notice that Alice's teammates have become her dolls at all, in fact they begin praising her leadership abilities - thus was born the Lovely Dolls, Alice's excellent team of Magical Girls.
Maybe one day, however, Alice will accidentally let slip of her control, returning the three girls back to normal...but that is if they even have anything left of them by then.