Well, I didn't particularly like Catherine or Heathcliff but was drawn into the story by the dark, brooding, mysterious atmosphere of the writing. I just had to keep reading despite by ambivalence to the characters.
As for Jane Eyre, she was one heck of a complex character, and the reader is allowed to know her so intimately. There was so much Biblical symbolism in Jane Eyre that is lost on someone without the background knowledge, but very thought provoking to someone who picks up on it. Such as the fact that Mr. Rochester tries to convince Jane to be his mistress. She takes the high road. In a cruel twist of fate, he loses his eyesight and his right hand (in "fulfillment" of Mat 5:29 And if thy right eye offend thee, pluck it out, and cast [it] from thee: for it is profitable for thee that one of thy members should perish, and not [that] thy whole body should be cast into hell.) In the end he is restored and forgiven, as is the "Christian" idea.
So, while Jane Eyre was super moral, and centered around religiousness, Wuthering Heights was basically an amoral and godless universe. I find it very interesting to see how the daughters of a super legalistic preacher in the Victorian Era express such tumultuous themes in different ways... like they had so much passion and vitality but were repressed by their culture. I didn't get quite the same connection with Austen. I could relate because growing up I had the same types of emotions, and my parents might as well have lived in the Victorian age.