I think it depends on whether you are a romantic or not. Heathcliff loses his desire for revenge toward the end and is determined to join his "immortal love", the first Catherine. You could then say that he does die expecting to be reunited with Catherine. He confesses to Nelly that he feels "a strange change coming", and then he starves himself to death. But after his death, Joseph comments that Heathcliff looks like he's been carried away by the devil. So you could also make the argument that Heathcliff dies knowing he could never be reunited with Catherine because of his cruel actions over the years.