Heathcliff does indeed love Catherine. She is his soulmate, united to him in eternity. Theirs is no mere earthly love; in true Romantic fashion, it is positively transcendent, soaring high above the petty restrictions placed upon the development of the emotions by human society.
Numerous examples from the text can be adduced in support of Heathcliff's emotional cruelty towards Catherine, but none of them undermine the central plank of our argument; Heathcliff's love for Catherine is on a different plane and therefore cannot be judged according to conventional standards.
This isn't meant to excuse Heathcliff's behavior towards Catherine, much of which is appalling. It does, however, place his amorous feelings for her in a much wider context. As this is a spiritual (as opposed to a physical or conventional) love, its ultimate veracity is best judged on purely spiritual grounds. That being so, we can adduce Heathcliff's impassioned plea to be haunted by Catherine's ghost as fairly strong evidence of the sincerity of his undying love for her.