I wasn't crying when Zelda sealed herself but I did feel sad. I felt that someone I have known has no choice but to seal herself up so evil wouldn't come to her. That's what made me thrive to continue playing.
Oh yes. And that look on Link's face afterward... that is probably the most expression I've ever seen him show. It was shocking. I didn't cry, but that's only because my sister was in the room with me and kept joking about the huge reveal of Zelda's true identity. It was kind of distracting.
I didn't cry, but I certainly felt like it. The whole game set you up to cry. It was amazing. After trying to explain the story to someone, I realized how complex it really was. That scene probably wasn't my favorite, but it was definitely one of the most emotional ones. It just fueled my efforts to stop Demise.