I think it is a result of the two facts that all stories speak to our anxieties and that men think of themselves - more or less consciously - as making video entertainment for men. Women crying make men very anxious, and the storytellers are using that to make their viewers anxious.

In other words, the storyteller is raising the emotions of their (assumed) viewers to drive the plot.

This has very little to do with what real women do or do not do, and not a lot to do with how women viewers will respond.