Joseph imposes on Catherine and Heathcliff a particularly fire and brimstone version of Christianity in which the two are constantly threatened with hell. Joseph seems to take a grim pleasure in the damnation the Bible promises sinners. Catherine and Heathcliff, not surprisingly, reject a religion that forces them to endure long hours on Sunday being preached to by Joseph about hellfire in a freezing cold attic.
For Catherine especially, the moors are her heaven. On her deathbed, she dreams she has been sent to heaven and is sobbing with sadness, because she doesn't want to be there. To her joy and relief, she is flung back out onto the moors. The book implies that Catherine's spirt survives on the moors after her death until she can be reunited with Heathcliff in the afterlife. Lockwood dreams of Catherine's ghost banging on her bedroom window to gain entrance; whether this is a dream or reality is left uncertain, but Heathcliff believes it is true and cries out the window for her.