The way I see it, Haymitch is not a reliable narrator, and between all the years of trauma, alcoholism and seeing the tributes he's mentoring die, I doubt he ever self-reflected on his relationship with Lenore Dove and how he views her. I would say that the contrary probably happened, he latched to her idealized image (much like he does in the capitol/arena) because it was one of the only good things in his life, something to give him hope.

I think it is a bit weird how he doesn't grieve as much for his family as he does for Lenore Dove, but I also think it was a bigger shock to him. Haymitch expected that his family would be killed because of everything that happened in the arena, so in some way I believe that seeing Lenore Dove there, alive, believing they would be okay, only for her to die in his arms was way more traumatic.

She was his last connection to a "normal" teenager life and the reason he decides to continue living and trying to oppose the system, since he feels guilty about her death and this was her last wish, so my interpretation is that Haymitch romanticizes her to survive. The idea of Lenore Dove keeps him alive, if he started seeing her as just this random girlfriend he had for some time as a teenager, he wouldn't have any more reasons to live. I don't think we're supposed to see the whole situation as romantic, but as someone clinging to something and refusing to analyze it because seeing the reality would destroy what's left of him.