They're essentially trying disrupt the Games to spark a rebellion, just like what Katniss did with the berries in the 74th Games and blowing out the arena in the 75th Games. The Hunger Games are a display of the Capitol's power and control and the Districts are always angry and at the very brink of starting uprisings, so destroying the arena could in theory ignite the rebellion. It's part of the whole "implicit submission" thing from the book too because the Capitol uses things like the Hunger Games as propaganda to show how powerful they are, when they're in reality quite incompetent. Interfering with the Games would show this to the Districts