It takes a while before Homura realizes she is completely and utterly alone.
At first becoming a demon seemed like the most logical route. Madoka could live an easy and happy life, magical girls wouldn't have to suffer, everything was perfect. But before long she was beginning to realize how alone she had become. Nobody to talk to, everyone has forgotten her, forgotten the truth. And that is how she wants it. No need for Madoka or the others to know the truth, no need for them to live that life anymore. So here she sits, alone, her soul gem twirling between her fingers. She could let Madoka become the concept she is and stop witches universe wide. But she'll never let that happen to her beloved Madoka. So she'll sit here eternally, forever, to protect her beloved.
Across town Madoka Kaname looks up from her dinner. Why did she feel a sudden pain in her chest? "Madoka what's wrong?" Her father asks. She shrugs and turns back to her dinner. She feels like someone in her life is missing, but brushes it off. Maybe whoever she was missing was a friend who had decided to leave her. She probably shouldn't think about so much, if they had left her and she had forgotten they probably weren't important anyway.