I do not cry (because it's really hard to make myself cry even if I want to), but yes, I give most of my characters sad bits in their story. I just started uploading one novel here, but I do have many drafts, and when I think about this topic, I just realized I gave my characters (even not the main characters) at least one of the sad bits, whether they are protagonist or villain.
The one novel I upload here, Eigria: Lume, has sad bits about almost every character when I rethink about it. My main character is forced to live as the prince which he hates, turned into a fugitive as he got betrayed by their most respected and trusted person, carry a country's future burden while revealing what he knows, believes, all shattered. He's also having sleepless nights because of his dreams which able to foresee things, forced by predetermined destiny to carry the burden of someone who'll save a country from calamity... It's really a lot for someone.
Yet, these are what makes him learn about life.
Even I sympathizes with the villain from Eigria: Lume. He has his own dark past, his own trauma (abandonment, golden child syndrome, bullying, and not mention how he turned into villain as his reactions to his life)
As far as I wanna talk, I guess I have to be careful to not spoil too much things. Most of these things are in upcoming updates. I want to talk about it but then it'd spoil the story too much haha.