There are some arguments that point to this being the case, but are these interpretations to be taken seriously?
We are told that Cathy takes to Heathcliff almost straight away and that he was more her brother than Hindley ever was. We are also told that Heathcliff was the favourite of their father suggesting to some critics maybe he had a mistress in Liverpool whom he loved but since died and Heathcliff was the result, who he favoured over his other children.
Cathy's feelings about having the same soul, may sound romantic but the excessive closeness and sameness reveals another bond, that of a family blood bond :"Because he's more myself than I am. Whatever our souls are made of, his and mine are the same" and "I am Heathcliff. He’s always, always in my mind: not as a pleasure, any more than I am always a pleasure to myself, but as my own being." This suggests more sameness and solid habitualness than explosive volatility of sexually attraction and opposite natures needed for Victorian ideas of romantic love.
Their relationship is not consummated and they do not marry, perhaps Emily Bronte means for them to never be able to consummate their relationship and never to have an earthly marriage as it would be unnatural and immoral.
One critic explains their obsessions for each other may be strong and all-consuming but is not romantic: "They [Heathcliff and Catherine] strive to transcend the boundaries of human subjectivity and physicality — to become something that is other and only them. Their relationship in the novel is strange and fascinating, but it’s not love."