Katniss is pointing out the capacity for human evil. The hunger games showed how far people go to keep powr but she is saying humans can and have done worse than forcing children to kill one another. It's a really powerful way to end the book. The author points out why she wrote the series, to get a message across.
When Katniss says that there are worse games to play, she simply means that there are other games that much worse than the hunger games. This is considered a guilty statement as if asking not to be judged.