One theme of Harry Potter is that it deals with life's unpleasant realities. Harry's parents cannot come back to life and Harry will never meet them, this side of death. And there's no simple way to defeat Voldemort. Whatever happens, people are going to get hurt and others will die. There are consequences for one's actions and there is a price to be paid for one's gain.
But this almost doesn't happen in the case of saving Buckbeakat the end of Prisoner of Azkaban. They use the time turner and break a few rules and basically avoid the law of cause and effect. Buckbeak's death, while unfair, was still a result of the choices made, and the results of those choices when nasty people can do what they want without checks and balances.
Is there a price they pay for saving Buckbeak? Are there negative consequences, or did those involved manage to pull this off without facing negative consequences?