It's not wrong to want to live. It's not wrong to want others to live either. It's not wrong to want friends. It's not wrong to put your best foot forward looking for them, and it's not wrong to not wear your heart on your sleeves because you're afraid of people stomping on them.
Mami isn't wrong for trying to survive. Madoka isn't wrong for trying to save someone. It just can't always be done. That's an ideal world, a dreamer's world, that doesn't exist. And it's all fine to dream but they live in a world that's far crueller than such dreams.
Mami knows this. Madoka knows this as well. And Sayaka and Homura too. They all know. And maybe more demons will crawl out of their hiding places, but they're still here now, weathering the demons that have already danced.
She's not a lonely witch in a forest with a house made of sweets. Rather, she's the witch whose fellow witches visit for a tea party.