It probably depends on the Demon they are contracted to and their relationship with them. Since most Witches treat their Demons as tools, I can imagine nothing too pleasant happens to them. But, if they have a relationship like Cereza and Cheshire in The Lost Origins game, things might be different.
Bayonetta's fate is even more in the air because of Luka's Fae abilities. But, setting that aside, even though Gomorrah is the one who killed her, Bayonetta's contract is with Madama Butterfly, so who knows what happens then.
