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"[…] I knew I'd misjudged you. That you do love him. I'm not saying in what way. Maybe you don't know yourself. But anyone paying attention could see how much you care about him," he says gently.
Anyone? On Snow's visit before the Victory Tour, he challenged me to erase any doubts of my love for Peeta. "Convince me," Snow said. It seems, under that hot pink sky with Peeta's life in limbo, I finally did. And in doing so, I gave him the weapon he needed to break me. (11.19-20)
Finnick helps Katniss realize a wonderful and terrible truth: that she loves Peeta, somehow. But her love for him is also what's put him in terrible danger. True, it might be keeping him alive, but at what cost? Something that should be private and emotional has become a public weapon.