“Isn`t it more a case of cry or be shot?”
No, it’s not as simple as that. The same phenomenon was observed after Stalin’s death (and, I’m sure, many other occasions about which I am ignorant) where even many dissidents and people who had suffered terribly under Stalin were inconsolable after his death. Sakharov, for example.
There’s a bit of Stockholm Syndrome, a bit of something to do with having something sudden happen to you without quite knowing what it means, a bit of petrifying fear about what happens next in a country at war with (what its citizens are told, at least) nuclear psychopaths that recently engaged in a war which killed 100,000 civilians, a bit of contagious crying (because it’s pretty freaky to be surrounded by thousands of other people crying), and a bit of something else.
Edit: this book puts it better, more succinctly and with more sources – http://books.google.com.au/books?id=IsNPwrLwmIcC&lpg=PA152&ots=I7k-un_wyS&dq=sakharov%20cried%20after%20stalin%20death&pg=PA152#v=onepage&q=sakharov%20cried%20after%20stalin%20death&f=false