Answer:
because he believes that after death he will be able to stay with Catherine.
Step-by-step explanation:
In Wuthering Heights, Heathcliff and Catherine can not be together. The death of the beloved Cathy shakes Heathcliff deeply and leaves him tormented by the situation. In addition, Catherine's ghost lives trying to establish contact with Heathcliff, but as much as he wants to see Catherine again, he can not see the ghost. Heathcliff loves Catherine unconditionally and believes that only death will allow them to be together, that's why he is calm with the proximity of his own death, because dead he will see catherine again.