This question depends a lot on how you decide to interpret the characters of Winston and Julia and what you believe their motivations to be. When Julia writes that she loves Winston, does she really mean love the way many of us might think of it in our comparatively free, democratic society? Is her note just a line that lures Winston in to start the liaison she craves as part of an act of defiance? Or does she suspect he doesn't entirely believe the party-line, and so finds herself drawn to him because she thinks he might be one of her few allies among the brainwashed masses—one of the few people she could truly love?
Of their lovemaking, Orwell writes: "Their embrace had been a battle, the climax a victory. It was a blow struck against the Party. It was a political act." In short, it seems that Winston and Julia risk everything in part for love, and in part for rebellion; their meetings bring them together and help them express how they truly feel, both about each other and about the totalitarian regime that controls Oceania. It also serves to reinforce their hope in the face of insurmountable obstacles (a common theme in Orwell's work) as they plan to join the Brotherhood, the secret underground resistance network.
Unfortunately, their fears about getting caught turn out to be well-justified. The shopkeeper, Mr. Charrington, is a member of the Thought Police and betrays them, after which they betray each other during torture.