Mahiru was one of the only people who actively tried to be friendly to Edea in those first few days! She really appreciated that, especially knowing Mahiru's own situation. It was hard enough being able to be friendly just coming into this game, but being snatched straight from practically the exact same thing? She understood that friendship didn't necessarily mean anything about trust, of course, but to offer even that made her feel pretty warm and fuzzy.

........which is... part of the reason why she wanted to save Mahiru first....

So the other thing she'd noticed was that Mahiru was really afraid. In the first few trials, she was either pushing hard for execution or just looking and sounding really desperate and fearful, and she felt really awful about it. For Mahiru to be in another situation like this... She really wanted her to understand the truth, that it wasn't real! She wanted to spare her the pain.

Then Mahiru died - but really because Mabel wanted Dipper safe - and Edea died and whoops it wasn't the way she actually thought it was. But Mahiru's first action... was to dive in front of her to protect her! So her affection for Mahiru really shot up again because of that. Without any prompting, Mahiru had understood that the situation the VIPs were in was really something that you couldn't make a quick judgment on.

She was still concerned about Mahiru for a while because of the hopelessness she occasionally expressed, so she gave Missile the secret mission of cheering Mahiru up. Now at the end, Mahiru is one of the non-VIP guessts she has the highest opinion of and she really sincerely hopes that everything will be OK at home...!

spoilers they won't be