Shadow smiled at her master, still feeling proud of their victory to defeat someone as conniving as Weevil. It lifted something off their shoulders, in a way where they managed to catch the culprit and bring him to justice. She was only glad that she could finish him off, and hope that he will leave Yugi alone for the time being. In her transparent duel monster form, with her arms crossed, she remained almost flabbergasted at the way she watched her owner's friend get so wrapped up in his own determination. A part of her said that Joey was the foolish-type, almost the underdog of the group. But another part says that he could be smarter than how he lets on, considering that he was Yugi's best friend. 

She couldn't judge; she would never. Having to be Yugi's newfound friend, she would never judge someone just by how they behaved. She was respectful in her nature, but as a shadow, there was another part of her that said that she wasn't. She didn't want to be "bad", like how every shadow was. She was gonna be good, behaviorally; like a good genie. For Yugi and for everyone that he knew. She couldn't let the negative (jealousy, anger, pain, etc.) consume her and make her do something that she would regret. 

So, for Mai to show up, she had to keep herself under control; restrained. Looking at Yugi for a second, she passively closed her red eyes. [i]'Take her'[/i], she simply responded, before fading away, back into the Millenium Puzzle, where she sat in that dark space where she would initially go. It was just dark, where the shadows will wail and shriek. On the ground, she sat alone. It was better in the puzzle to keep herself at a good distance away from the source that was making her feel what she was supposed to feel, as a shadow: jealousy. She pulled her legs up to her chest, just letting her solitude shroud her.