I think Cinna got a job working as a stylist so he could help tributes like Katniss in any way he could, and rebel in his own silent way. Cinna isn't the same as everyone else from the Capitol, and he understands this.
If you had to pick anyone to go into the Hunger Games with you, who would you pick that's not from the cast? Me: my sister or my dad because they're both dangerous. Or my BFF. Or Hiccup or Astrid. Or Legolas or Aragorn.