I do not know much about sleep and dreaming (I tried looking it up, but I got confused), but I heard that the restorative stage of sleep is dreamless. Mado almost always dreams when she rest, which would mean she doesn't sleep well. The reason why Mado's eyes appear closed is because she's absolutely exhausted; she's so tired that she just wants to sleep all the time and actually dreams of sleeping. The cause of her poor sleep could be a deep depression, illness, etc. (I remember having weird nightmares when I was last sick. Maybe Mado caught something?)