The movie gave me Haymitch->Katniss vibes I still haven't felt in the book, in the book they mostly just have this weird mildly codependent, awkward understanding thing going on that, while it sets of shippy bells for me isn't really about any idea the characters have feelings for each other. And Katniss/Cinna just seem...really cute together in both book and movie, so I'm down with it.

I don't think THG gives characters other than Katniss a huge amount of depth, especially since everything is filtered through her POV

This is true, and it's not like Katniss has a TON of intuition about other peoples thoughts/feelings/attitudes so we're left with what she can pick up on. Which is too bad because as much as I love Katniss, even with (maybe because of) her lack of empathy, I'd like the chance to get to know the others better too.