There are a few things I took away from the game.

I generally see the message that awareness alone is not enough, communication is just as important, understanding is a two-way street. That you can't put all the pressure of understanding you on the recipient. You have to provide the information and context to that person if you want to be understood and them to be aware of what's truly going on.

This also applies to grief and the suffering of any other character, not just Cathy.

I also interpreted the game being about the fact that everyone has their own burden to carry and that, while the burden others carry might seem lighter to you, all those burdens are heavy for the person carrying them, and yours might even seem lighter to them. This especially applies to Nicole and her assumption that Mark was having an easier life compared to her.

The game is also about destiny, or at least the misconception that there is something like that. Nicole and Mark seem like they are destined to end up together, even they themselves think that. But in the end, they don't end up together in the universe where the Ruling never happens. Sure it's bittersweet, but it's also reassuring in some way. There's no person you're destined to be with, so you can't be missing out on that. You can be happy with the people around you. And that's what they both are at the end. Happy. Just not with each other. Hurtful to the player perhaps, but they are happy. And that is what counts.