Even the greatest, best friends can't be there for you <em>all</em> the time. As close as Katniss and Gale are, he can't stand by her in this moment; she needs to do it by herself. At the same time, she distinguishes between him and the other people she's with in 13. Of all the people there she "do[esn't] want anyone," "not even" Gale. If she would want anyone by her side, though, it sounds like it would be him.