After Edgar's funeral, Heathcliff comes to the Grange to bring Cathy back to Wuthering Heights. He says that he has punished Linton for helping Cathy escape, and that he expects Cathy to work to earn her keep at Wuthering Heights.
Despite his triumph, Heathcliff seems to still want revenge.
Cathy responds that she and Linton love each other, while Heathcliff is loveless and alone. She adds that "however miserable you make us, we shall still have the revenge of thinking that your cruelty arises from your greater misery."
Cathy's response shows that she recognizes that Heathcliff's quest for revenge has corrupted him. What he always wanted was to be with Catherine, and revenge didn't get him that..
As Cathy packs, Nelly asks Heathcliff to let her be the housekeeper at Wuthering Heights because she wants to stay with Cathy. Heathcliff doesn't answer, instead telling Nelly that while the sexton was digging Edgar's grave, Heathcliff bribed the man to dig up Catherine's grave and remove the wall of her coffin that faced away from Edgar's grave. He then says that when he dies he'll be buried on that side of Catherine's grave, with the facing wall of his own coffin also removed. He adds that Catherine's ghost has haunted him for the 18 years since she died, but that he could never reach her.
And Cathy's comment is clearly right. Heathcliff's love for Catherine remains the sole important thing for him. It is so important that he is willing to disturb her grave in order to find a way to be close to her, if not in life, then in death.
As they leave, Cathy asks Nelly to visit her at Wuthering Heights. But Heathcliff tells Nelly never to come to the Heights, and that if he needs her he'll come to her at the Grange.
Heathcliff is still seeking revenge, though all who have wronged him are dead.