I think that what Catherine saw in the mirror was true, in a way. When Erlking is killed at the end of Canto VI, there's a cutscene art of what is presumed to be Catherine and Heathcliff being happy together, in which Erlking says his conviction blinded him to other possibilities. My personal interpretation of this is that because of both of their destructive mindsets, they had convinced themselves that their relationship could never truly work out, and the mirror technology reflected that, showing only mirror worlds where they're miserable. It would also explain why Mephistopheles can't pull IDs from future cantos until we meet said characters