Modesty will cry after a fight. Katniss will have PTSD. And both of them retain their strongest and most stable emotional connection with the one person who's lived through the same things they have.

That makes perfect sense, and it really shows in how those around Katniss, who love her and would do anything for her, are at a remove from her in Catching Fire. She's not keeping them away; she'd love them to breach the distance. They just have no idea that remove even exists.

Their first mistake is assuming that because she returned, she's back home. No, she is very much not.