Did Gale want Katniss to follow him and tell him that she loved him, or was his guilt over Prim so strong that he just didn't want to ever see Katniss again?
I think perhaps it was the latter.
Gale obviously would have blamed himself over what happened, and I guess in a way he was running away from the shame and guilt. It doesn't mean he didn't love her, I guess it was because he loved her that he couldn't bear to see her disappointed with him and in pain over what he may have inflicted.