Why do you end up deleting it? Don't write a sad event though if it doesn't really do anything for the story. Also, be careful in writing a sad event because you, as the author, might feel that it's sad but your readers might not have the same feeling. I don't know about the others here but One Piece is a great example of pay-off when it comes to the sadness factor. Eiichiro Oda, the mangaka of One Piece, portrays certain characters as unlikeable but then surprises the audience by such tragic backstory that it gives the character a quick reversal. It's effective because he lays down the groundwork.
Crying is fine. They're your characters after all. Don't delete sad parts but put it aside and come back to it to see if it makes sense. A writer's duty is to make their readers feel what the characters are feeling. If it's just you who feels sad about a certain event, then you might have missed something along the way. Looking for editors, in this case, is a big help.