As they're outside of the portal for a minute, the things they picked up in the forest start to dissolve into thin air. Soon, the sweater, the locket, and the circlet are gone. Finnick looks at his empty hands with a shocked despair.

"What? No..."

He wanted to keep those things... Now the only good part of that experience is gone, and they're left with the nightmare parts only.

And the yearning. His heart aches. Nothing of Mags or Annie to hold onto...