I figure it's more a reference to Charlotte's thought-line, though that's a bit weak. Charlotte's witch form did give us the first Puella Magi casualty to appear in Madoka Magica (at least by episode order), but Walpurgisnacht is the most dangerous of the witches.
Who's she? She looks dangerous...Grr...Even so, did you not turn into a rather cute form yourself?
Kyahaha!