"I'm sorry. It must be difficult.. um, I mean, if you're used to protecting him, but can't do so now."

It's hard enough to be stuck here and away from the people you care about, after all. Madoka can't even imagine how much worse that gets when the safety of said people you care about also depends on you...

"I can't say for sure why the train takes any of us.." She shakes her head. "Nobody can, I think. But I don't think it'd take you away from there because it thought you were doing a bad job. Maybe.. Maybe it just thought that there was something only you could do here."