Where she belongs.

Denji's POV

The plot revolves around Makima wanting to break the contract between Pochita and Denji. The contract between Denji and Pochita was that Pochita would give his heart to Denji; in return, Denji would show Pochita his dream of a normal life. Denji's simple dream was "Be happy", and as long as he pursued this dream, Pochita would remain his heart, allowing Denji to transform into Chainsaw Man. So I thought, what if Makima knew this and let Denji live in his dream?

Just in case, she is always watching.