Effie is the coordinator who organizes events for Peeta and Katniss. Like a typical Capitol citizen, she often seems to miss the point, whether because she's being deliberately obtuse (that is, she's ignoring things on purpose because she doesn't want to know the truth), or she's just out of it.
It's telling that in both The Hunger Games and Catching Fire, Effie is not around to before Peeta and Katniss go into the arena. Whether it's her fault or not, in a moment when she could provide real comfort – or be faced with the fears they are feeling – she's absent. She's focused on formalities and politeness and almost seems to forget that Peeta and Katniss are going back into the arena, where at least one of them, by all rights, should die.
Instead, she's worried about protocol during the trainings and politeness in front of the Gamemakers. She puts a polished, polite sheen on everything, and maybe it's only possible to do that if you're ignoring what's beneath the surface. Like Katniss' prep team, Effie focuses on exteriors. In fact, Cinna is pretty much the only person they work with who insists on inserting a deeper meaning into all of the frills surrounding the Hunger Games.