Here's the breakdown:
* Cato is ultimately the one who kills Rue, not Thresh.
* The mutts are not involved in Thresh's death. They are introduced later in the Games, after he is killed.
It's a pivotal moment in the story. Thresh's act of vengeance against Clove and his fierce protection of Rue is a powerful display of loyalty and compassion, even in the brutal context of the Hunger Games.