Well, all I remember is when I read that line, I instantly thought it would finish "remember I love you!" Or something.
So, it could not be that, or it could be similar to what I think, or anything else I currently can't think of.
He, being a boy, could very easily have thought he had subconsiously expresssed his love to Kat, and assumed she returned it, as they talked about their plans. But since they had never spoke of it point blank, he could have been slightly confused, and therefore, now with Peeta, straightening this out will be even worse.
*shrugs* Just my theory on Gale.