"Life in the Capitol wouldn't be that great." Even with the abundance and variety of food and drink available there, even with everyone knowing that they have a place to sleep and food to eat, even with all of that decadence and safety, it's not a life Haymitch would choose. There's no privacy, and everyone is made up and fake, and he'd rather be allowed to live his life in obscurity, which will never happen.

"You think they're spies?"