Madoka doesn't doubt that they could be from different worlds. After all, even aside from what the train told them, there's what Homura told them back home. About all the different timelines she has experienced. Maybe there were multiple ones where Mami died the way Madoka saw it happen too.. which is a sad thought, and one she doesn't like to linger on, but it's one that'd definitely explain how they could all be from different worlds.

So she nods, making sure to quickly shove that thought out of her head again.

".. that's kind of you.. I think that.. um, that the me from your world.. that she'll be very happy. I think she probably misses you."

After all, Madoka missed Mami so much too, right after the other girl died. It even lingered here on the train until Mami herself showed up again.