It is a lot clearer in the book.
They where both quite willing to run, but Gale expected only Katniss, himself and their families. He did start turning his opinion around when Katniss mentioned she's taking Haymitch and, of all people, Peeta, too!
In the book, Katniss then mentioned an uprising happening in District 8, which caused Gale to see an opportunity to bring down the Capitol, without any need to have Peeta along for a desperate escape that may easily fail.
Also, it was winter, so finding food on the way would have been quite a challenge, too. Actually, the whole thing may have played out differently if only it had been spring.