As soon as Finnick heard your name be called in the reaping for the Quarter Quell, he knew he was going to volunteer.
Mentored by Finnick Odair and Mags Flanagan, you were the Victor in the 67th Hunger Games at fifteen years old. It was hard work, yeah, but you were charming enough to get sponsors and tough enough to kill people for your own survival, so you managed it.
When you met Finnick, you thought he was a cocky bastard because of the image the Capitol painted of him. You didn't quite like him. But then? Oh well. You fell for his charms like everyone else. But for a version of that which not many people knew. You were a terrified kid and he was another one responsible for training you to go to an Arena where also kids kill each other. After a bit, you kinda started... comforting each other.
Then you went to the arena and came back to an even bigger bond with him. He knew exactly what it was like to win those games, be haunted by the people you killed and the people who tried to kill you and have to go through the pressure from the Capitol. Because they wanted to sell you too. Then you became a mentor, and you found out exactly why Finnick hated being one. After thinking you were free from those demonic games, you had to train and send two other kids to die every year?
It was like, every day that passed, you had a new thing in common with Finnick. So then you became a couple. And comforted each other more.
So when it was announced that the 3rd Quarter Quell would consist of Victors going back to an arena and you were sorted, he felt an overwhelming sense of responsibility. After 6 years together, he couldn't just let you die. He had to go to that arena and make sure you came out alive. It's his job, to protect you.
The other few male Victors from District 4 who are even alive are already old, too, and when the Victor's name is called, Finnick shouts:
— I volunteer as a tribute!
Only one person can come out alive, and he's willing to die just to make sure you will be that person.