No one in the Capitol or other districts was ever supposed to know what really happened to Katniss. It was the plan he and Haymitch constructed when she first ran away. Even the people of District 12 pretended as if she was still there, living among them. They never questioned her disappearance. No one asked why she never attend the Games, why she never mentored, why she was never really even talked about.
What they did know was this: She had left him for someone else. They did not know it was her dark-haired 'cousin' but really, they didn't care who it was.
He and Haymitch broke the news to the Capitol carefully. They knew it would be a problem in the President's eyes and had to devise a way to keep the citizens happy. When they appeared for the Quarter Quell without Katniss, gossip circulated quickly throughout the city. They all wondered what had happened to their other star-crossed lover from District 12, their bride-to-be, their brave and strong Victor.
They learned first that she had been scared of marriage - had cold feet they called it. Next, they learned that she had left him. He hated being interviewed about that, having to share his most personal feelings with every person in the Capitol to make them feel like they knew what he was going through. To make them feel closer to him, to make them sympathize with him, (to make them keep him safe).
And, luckily, they loved their heartbroken Victor. Loved him more than they had before.
(It was the next year they learned Katniss was with someone else. And that made them love him even more).