As pointed out, it's a way to let out stress. Plus, it's pretty well known that you feel a little better after a good long cry. Perhaps not MUCH better, but you feel like just a bit of a weight has been lifted off your shoulders.
As for me, I cry a lot, though I usually don't when in mourning. At least, I may not cry WHEN the died or AT the funeral. But at some point I'll remember them, and if I had a strong connection I may have to let out some tears.
I also have a problem that if I feel REALLY sad or regretful, I can barely hold my tears back. It's a little embarrassing when this happens at school because everyone starts asking you what's wrong, and I never wants to say.
...Derp.