Perhaps it was not a mirror to see one's self, but to see what one, or rather whom, one wanted to see. And that mirror was now one with the sand and wind, flying across what was left of what had been the Gerudo's land before they left.
Zelda's dress was stained, and covered in sweat, but she could not care. How could she, when the only other person around was a dirty hero who was just as desperate to piece the mirror back together as she was? He may not have gotten down on his hands and knees, but she could see that he searched for even a single shard of the mirror. His eyes surveyed the sand and stone for a silver glint.
When it had broken, the mirror had broken apart into surely a thousand pieces. For one second she perhaps could have grabbed them and pieced them back together, and gotten her way back to Midna. She could have proven that the twilight princess did not need to cry, and Midna could have kept their word that they would have seen each other again.
The sun offered little help. Zelda searched and searched, digging through the hot sand to find even one little piece. All day, she sweated and ached, blisters forming all over her hands. Still, she could not feel any of them; whether intentional or not, Midna had left a pain on Zelda that surely would never leave until the mirror was whole again.