Madoka does allow herself to be pulled into the hug. She's very uncertain and worried about this entire scenario, after all, so she will take absolutely any comfort being offered to her, no matter how awkward it is with how bad she feels at the moment.

She lingers in the hug for a moment, seeming to think about Nozomi's words.

Then she finally softly speaks up again.

".. I want to help too, though.."

Even if she doesn't know what she can do. But just standing by the sidelines and doing nothing but witnessing everything.. That doesn't feel right, given the circumstances.