"That's what we do - protect each other." I really enjoy the relationship between Peeta and Katniss. Even though Katniss is always unsure of her feelings, that need to keep one another from harm is still dominant - in both of them. And I love them for it.
I think this shows that Prim is growing up because before Katniss is consoling Prim and telling her that she will be okay. But in the Catching Fire picture Prim seems more accepting and doesn't seem as scared or worried just filled with grief.