I read that when Wuthering Heights and Agnes Grey were first published in 1847, it was in three volumes. Triple deckers were the favoured form of book by publishers in those days, because they were more profitable. Circulating libraries liked them too because borrowers had to take out three subscriptions in order to take out the whole book at one time. A triple decker cost £1 11s 6d in old money, £1.57 in decimal currency, but this unaffordable by nearly everyone. This link says that the original plan was for each of the Brontė sisters to provide a story (possibly The Professor), but it did not work out that way. When the book came out, Wuthering Heights took up two volumes and Agnes Grey the third volume. That is quite interesting, because as the link says, Wuthering Heights is a book of two halves. It could have been that originally Emily Brontė intended to stop Wuthering Heights after the older Catherine's death, but was persuaded to change her mind, or perhaps Charlotte did not want to publish The Professor in the form it was in then. A big problem with the three volume format was that it was long, which meant that often, books were padded out with sub-plots and filler material, and could sag in the middle. Appending Agnes Grey to the other two volumes meant that Wuthering Heights could be its natural length. In addition, if you found Wuthering Heights rather bleak and unwholesome, Agnes Grey might suit you better.