Madoka does politely wait a moment until the Gry trying to talk to Ple Two is gone. But once they are, she's right by the other girl's side. She'd recognize that voice anywhere, even with how dark it can be in this place.

She knows exactly what the other is talking about, having had a very similar dream. But even though it's made her slightly jittery, she can easily push it aside when she can replace it with concern for the other instead. Said concern is probably even visible on her face with how close she is to the other now.

"Are you okay..?" Ple Two is tough, sure, but even she called it terrifying.