"Debt? What debt does he owe Snow?" Katniss knows that Snow is powerful and can take out someone's family - he did as much to Haymitch after his games. Still, she doesn't know what exactly happened to Finnick, only that he doesn't seem to be as shallow as he is on the surface. There's something deep and warm there beneath the pretty boy flash and Katniss likes that a lot better than the show.