How is it not yuri? That aside, it's tagged as yuri on pixiv. And, the artist created it in response to Aoi Yuki's fawning over Kyouko in the audio commentaries.
"General: yuri Girls loving (any number of) other girls romantically or sexually. This includes kissing, groping, and any kind of sexual or romantic act."
Pretty sure Madoka hugging Kyouko's arm and resting her head on Kyouko's shoulder while blushing happily falls into the romantic act in this case.