She's making sure to really hold onto his hand as much as she can while they're still going, but she does feel the cold wind starting to make her feel more and more ragged.. Madoka briefly closes her eyes to gather her strength, trusting that Romeo will keep guiding her the right way even if she doesn't look. Despite being slightly younger than her, he really is reliable.

By the time she opens her eyes again, she finds that they're already at the entrance of the tunnel.

She gasps. "We.. We made it!"

(Madoka is still not letting go of that hand though. Maybe since she was so focused on clinging onto it just now.)