A Chinese Ghost Story is exactly what you described, and it's one of the best HK movies of the 80s.
Here are some more movies about a romance between a human and a supernatural being (but not all of them have the "freeing" element that you asked for). Czechoslovakia made a lot of good supernatural romance movies.
La belle et la bête (1946, France)
Carodejuv ucen (1978, Czechoslovakia)
Panna a netvor (1978, Czechoslovakia)
Malá morská víla (1976, Czechoslovakia)
How to Drown Dr. Mracek, the Lawyer (1975, Czechoslovakia)
Portrait of Jennie (1948, US)
The Ghost and Mrs. Muir (1947, US)
The Shape of Water (2017, US)