Move over Romeo and Juliet, there's a new pair of star-crossed lovers in town, and they're willing to do anything – and everything – to keep their love (and themselves) alive.
OK, so Katniss might not be head over heels in love with her co-tribute Peeta, but at the end of the Hunger Games, she realizes that the only way she and Peeta might have a chance of both coming out alive is to take the whole star-crossed lovers bit to its logical conclusion: tragedy. Like the doomed teenagers Romeo and Juliet, Peeta and Katniss decide not to fight each other to see who will win the Games, but instead to deny the Gamemakers any winner at all by downing some poisonous berries in a double suicide attempt.
Without a victor, the whole thing would blow up in the Gamemakers' faces. They'd have failed the Capitol. Might possibly even be executed, slowly and painfully while the cameras broadcast it to every screen in the country.
If Peeta and I were both to die, or they thought we were […] (25.86-25.87)
Katniss realizes that if she and Peeta both take their own lives – or at least act like they're going to – then the Gamemakers would be in some very hot water. This stroke of master strategy is what allows Katniss – and Peeta – not only to survive, but to actually beat the Games. Instead of allowing the pair to kill themselves, the Gamemakers change the rules of the game once again and declare both Peeta and Katniss winners.
The double suicide attempt is an act of rebellion, to be sure. Even after she's out of the arena, Katniss fears that the Capitol will somehow punish her subversive behavior. It is this reason that Katniss must continue her star-crossed lovers charade with Peeta – even though she finally realizes that he wasn't actually pretending.