Okay, finally a good spot for this. It’s been on my mind for a little while during this sequence.
When Homura first really got to know Madoka, she was already a Magical Girl. Throughout the early part of the series, she frets a lot about not being of any use to anyone. She’s always really just wanted to make a difference in the world and bring some good into it.
But when she learned that all the good she was able to bring would be undone by being a witch, that’s when she asked Homura to save her from that fate. She had never wished for or asked for a ‘normal life.’ No, I’m not saying I think Madoka is happy to live a life where no one knows her, but it’s also not like all she’s ever wanted was a normal life either.
But I’m not sure Homura has ever been in a position to truly know that given the context of their relationship. To her, this is like the ultimate failure. But in fact, in its own way, she gifted Madoka with the ability to change the world for the better on a scale she could never have dreamed to reach. And it’s part of why she thanks Homura, I think. It’s definitely for all she’s done, but I think in it’s own way, it’s for being given the chance to do something so beautiful and miraculous.
It’s no less tragic, but it also means that Homura has not failed her.