As pointed out by someone, Mami may have been rescued by Homura especially after the big ep 6 reveal.
http://img825.imageshack.us/img825/933/pmmm34.jpg
The reveal also casts light on whether Mami knew the fact. If so, her desire to have a companion makes sense as if she dies, her companion can take her gem out of the witch dimension. And as Madoka would be the strongest MS, she would be as safe as she could be.