In Wuthering Heights, Cathy and Heathcliff pine for each other. Heathcliff is a total contradiction and continues to mistreat everyone around him, using them only to further his aims of ruining the Lintons. His passion for Cathy however remains unchanged and he manages to persuade Nelly to allow him to see Cathy, despite the possibility of being discovered by Edgar.
Having given Cathy Heathcliff's letter in a hope that Cathy may recover something of her passionte self, Nelly urges her to read it and consider seeing Heathcliff who does not wait for her answer but slips into the room.
Cathy blames Heathcliff and Edgar for her melancholy which upsets Heathcliff. She claims that Heathcliff is "in my soul" and has treated her poorly but then they lock in an embrace that Nelly can hardly explain. Heathcliff is desperate for Cathy to explain why, if she loved him as she claims - "what right had you to leave me?"
This quote from Chapter 15 confirms Heathcliff's understanding that the bond was so strong between them that only Cathy's own actions could have parted them. Nothing - even "misery and degradation and death"- would have caused Heathcliff to reject her. When Cathy agreed to marry Edgar she not only caused her own broken heart but Heathcliff's too. Heathcliff can never forget what he overheard Cathy say - "It would degrade me to marry Heathcliff now" (ch 9) and unfortunately he never heard her claim "I am Heathcliff" so he fails to understand her intentions and she has no understanding of his feelings of rejection. This is Heathcliff's attempt to make her understand whay she has done.