I do consider Gone with the Wind a historical romance, mainly because so much time was devoted to the Rhett-Scarlett relationship, but remember it was published way before current definitions became established. Today you can’t call something a romance unless it has a HEA or at least a HFN (Happy For Now) ending.

By the same token I would definitely call Wuthering Heights a romance though there is so much tragedy in it and though one of the leads, Cathy, dies halfway through the book, leaving Heathcliff devastated. Yes there is a minor romance featuring Cathy’s daughter and that gives a kind of happy ending but I never saw her lovestory as being the important one in that novel.