I think you're being a bit too literal. When someone says, "Nothing comes to mind," they may have myriad thoughts ricocheting through their brain, but none of which are fully thought through or even partially fleshed out. 'Tis unreasonable to assume that if a character professes ignorance to others (and thus the audience) they are absent ideas.
While in general this is true, it is not in this case. The show is rather clear on this. When another character offers the suggestion of just wishing for a cake, Madoka takes it seriously as the first option she for a wish that she came across. She decides against it, for obvious reasons, but her reaction wasn't "that's a silly wish, I can think of a hundred better ones" but rather "Well, this is the first possible wish that I came across so far, but it doesn't seem like a good one so I guess I will keep on looking."
See, the cake examp...
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