The fact that Firo chose to help Luna in the Arena when he could have easily gone for an easy target is both the right thing to do and yet still something to celebrate in Luna's eyes - trust and betrayal are major themes in VLR, and the way Luna's particular timeline worked out Luna feels very strongly about people who trust her and people who show they can be trusted. On top of that he really seemed concerned about her safety/survival even if there were some crossed wires in the process over ideas like needing to appear threatening and whatnot. Although many people in Panem have shown her that concern it's still pretty new to her and that too means something to her! Add in the fact that he's a friend of Phil's (and she likes Phil a lot), and he's got pretty high marks in Luna's book.

TL;DR they've only had one thread but Luna feels very positively about him! She does think he might have a few weird priorities, though.