No, I don't remember her saying that, it has been years since I read this book, but if she did, I'm sure it was just an excuse. Catherine is spoiled, she loves the comfort that money and status can bring. She loved Heathcliff,more than anyone aside from herself, but she valued money and status more than her love for Heathcliff. Even if Heathcliff had killed Hindley, I think she would have loved him.
Catherine did not want to marry beneath her station. This was a real consideration in Emily Bronte's day. The reason Catherine said that it would degrade her to marry Heathcliff was because it would have. If she had married him, she would have been the wife of a stableboy. So she chose to marry Edgar, a man of her own class, instead.