While it could plausibly be argued that Wuthering Heights is a cautionary tale about the dangers of loving too much, that was not Bronte's intent. But let's go through how that argument would look: Catherine dramatically compromises her mental and physical health because she loves Heathcliff so much and can't bear being without him. This causes her to die in childbirth. Heathcliff then drives himself and everyone around into misery for the next two decades because he loved Catherine too much and can't bear that she's dead.
These events do happen in the course of the novel, but I would argue that it is not the deep love that Catherine and Heathcliff bear for each other where Bronte locates the problem. The problem is in patriarchy. Catherine evaluates the situation in front of her when as a teenager Linton offers her marriage: he is rich, he is kind, he can lift her (and she irrationally hopes Heathcliff) out of the misery of their existence with the alcoholic Hindley and the sanctimonious Joseph. In her society, marriage is really her only option as a woman. So she chooses with her head, as Nelly Dean points out to her, not her heart. Catherine openly betrays the one she loves for safety, status and security. And she knows it, saying
I’ve no more business to marry Edgar Linton than I have to be in heaven; and if the wicked man in there [Hindley] had not brought Heathcliff so low, I shouldn’t have thought of it. It would degrade me to marry Heathcliff now; so he shall never know how I love him: and that, not because he’s handsome, Nelly, but because he’s more myself than I am. Whatever our souls are made of, his and mine are the same; and Linton’s is as different as a moonbeam from lightning, or frost from fire.’
As Heathcliff will say to her on her deathbed, you have done this Cathy:
Why did you betray your own heart, Cathy? I have not one word of comfort. You deserve this. You have killed yourself. Yes, you may kiss me, and cry; and wring out my kisses and tears: they’ll blight you—they’ll damn you. You loved me—then what right had you to leave me? What right—answer me—for the poor fancy you felt for Linton? Because misery and degradation, and death, and nothing that God or Satan could inflict would have parted us, you, of your own will, did it.
Bronte primarily is communicating not that they love excessively, though they do love very, very passionately, but that they betrayed their love--or at least Catherine did. It wasn't the loving itself that was the problem, it was how Catherine sold herself on the marriage market to a man she didn't love.
The novel arguably cues the reader to admire the bigger-than-life, epic love that has bound Catherine and Heathcliff: first, Bronte has been at pains to make their love psychologically realistic by showing how the two bond in an acutely dysfunctional family environment characterized by neglect, cruelty and abuse. She also illustrates the authenticity of their love for each other in the efforts they make for each other (especially Heathcliff for Cathy) and by showing how lukewarm and pallid other "loves" in the novel are in contrast: Catherine mentions Linton's "frost" of a love. I don't think Bronte means us to admire the pallid love Linton has for Catherine or her lukewarm affection for him or Isabella's deluded and shallow romantic crush on Heathcliff. Catherine and Heathcliff's deep, deep love is what we remember the novel for: the very intensity of this love drives our sympathy for these otherwise disagreeable characters: it is what redeems them.
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