It's not "wrong" to cry while listening to music or watching a movie, per se, because it's socially acceptable. However, the question is: who is in control of your emotions? Film promoters love to hear moviegoers say: "That was a good movie; it made me cry." So when FRM said we should avoid emotional manipulation, he's not wrong. I'm not saying one should never cry, because it serves a purpose when appropriate, but crying while watching a movie or listening to music usually isn't one of them. Of course, some people look forward to crying during a movie, especially women. Is it cathartic? Maybe, but a short-term release of tension isn't therapeutic.
OK, let's get back to the show... the OP asked a good question. No one mentioned The Notebook yet, so I will. That one almost got me...