Why do people sometimes cry when they lose a chess game?

Because when you lose in chess, it's like your opponent is more handsome than you, meaning they've shown that they're smarter than you, at least in that game you played. That's why, if chess were a beauty competition, you would have lost

Interesting, where everyone gets caught up in winning, being smarter, etc. So they are supposedly crying? No, these are people without a developed character (child's syndrome), bad character, and most of all people who do not appreciate chess in essence, but heal personal frustrations. When, if you ever reach the level of deeper understanding of the game itself (I don't mean winning as the only goal) and what the game itself can provide you, then chess will be your true friend and teacher, and all those who respect the game will be your comrades in crime :)

People get bound up in their games. To me it's about the dance not the winning, but that likely explains why I'm not world-class. Either that or I'm just nowhere near good enough. :-) The most famous example is probably that of Aron Nimzovitch; who, upon seeing his position was gone in a game against Samisch (he of the systems against the KID and Nimzo-Indian) which cost him first place in a tournament in Berlin, is reported to have jumped on the table and yelled, "Why must I lose to this idiot?".

Arpad Elo once said something to the effect that players who cannot stand losing will never become any good. Why? They will not play enough to learn to play well.

Use your losses to learn. Capablanca said that he learned more from his losses than from his wins.