Like most forms of Media VideoGames can easily spark off an emotional reaction, fear, sadness, anger, relief and mostly a sense of achievement.
The only people who love to slander video games are the type of people who claim to have never played a game.
Typically these people are the kind of idiot thaqt get emotional is their favourite housemate got evicted from Big Bullshi--Brother. Or get really sad when they can't afford their favourite pair of shoes, or get unjustly infuriated when they fail to bench press anything that isn't at least twice their own weight.
Let it be known i'm not saying that only simple people don't like games, because really some really simple people love them.
I'm just saying some of these people have no right to judge us for enjoying something that, in this day and age is created to invoke desired reactions.
So my answers?
Cried?: not at a game no, but i've certainly felt my fair share of sadness over a heart-wrenching ending (Especially SotC)
Is it okay?: I honestly say there is no problem with it at all.