So yes, as I was saying, it's very rare to see a romantic relationship in a game depicted the way it is in Catherine. That is, already underway at the start, still underway at the end, and taking a central role in the plot. And I think it should be applauded for that, even while being abused and kicked in the stomach for everything else.
For the most part video games occupy a similar position on romance as action movies - either there's a token representative of the opposite sex tagging along who may eventually earn the privilege of getting dribbled on by the hero, or there's an existing wife, girlfriend or other relation who gets kidnapped or murdered so they can stop selfishly hogging the hero's life and make room for some wild adventures. There have been many games that get overexcited and kidnap/murder the love interest before they've even properly established themselves as the love interest, perhaps on the reasonable basis that the only girl on the cast can safely be considered the love interest pre-emptively.
But the important part of character is motivation, and in what way does victimizing a completely bland and token love interest motivate the hero? How, exactly, is Mario personally affected when Bowser nabs the princess for another long weekend? See, I've never gotten a romantic vibe from the Mario-Princess relationship. She's never thanked him with anything more passionate than a peck on the nose or cake (an actual one), and he's never responded to her kidnappings with any reaction more passionate than one of many pseudo-Italian squawks. Personally, I interpret Mario's actions as being those of a servant, like a personal bodyguard with a fervent respect for the superiority of royal blood. Dispassionately going about his rescues purely as an assigned duty and remaining wilfully blind to the fact that the Princess doesn't seem to be all there in the head department. As relationships go it's not a particularly intimate or healthy one.
From the other end of the spectrum let's consider the relationship between Dom and the missing Mrs. Dom from the Gears of War series. Let's assume extremely generously that we give the slightest shit about this particular subplot. Is it because we care about Mrs. Dom as a character? No. All we see of her for the longest time is a photo, so all we have to go on is that Dom likes her and she evidently isn't a bearded lady. If we do care, it's because we care about Dom and his motivations. In Gears of War 2, when Mrs. Dom (spoiler alert) dies, Dom puts on that boggle-eyed tight-mouthed expression macho fucktards in games wear when they're really cross, and announces his intention to murder all the aliens. Think carefully now: do you think this is a course of action Mrs. Dom would have approved of? Him turning into a similar mindless, thoughtless engine of death to the one that claimed her?
Well, as I said we know shit-all about her, so who can say. Here's a better example: do you think Mrs. Kratos would be pleased with what her hubby became, and all the destruction he wrought, in the name of avenging her? Avenging the death that he himself caused, incidentally, but that's not the point. No, she wouldn't. And I really don't think Mrs. Dom would either. Therefore, the "heroes" taking these courses of action are not in the least bit motivated out of love for their stricken spouses. They are seeking to counter a slight made against them personally, the destruction of one of their treasured possessions. It's an ugly macho white-knight justification for committing appalling acts of violence. Wouldn't it be funny if Kratos ran into a warrior seeking revenge against him for the death of the warrior's wife, who was one of the faceless panicking civvies Kratos cut down for the health orbs? I wonder if that'd give the pasty bugger pause for thought before he pulled the guy's kidneys out through his nose.