Ajax's reunion with Rhea is a very small one... which makes the following fight against Samhain all the worse.
In its own way, Erebus angrily reprimanding Balion and in the process revealing how immoral and horrific the Super-Soldier project was. It ends on quite a sad note:
Caesar, there, is one of the luckier ones... but even he is not without his scars.
And not five minutes after the above example, another death with heartwarming last words hits... and even harder. Poor Theron. I can't even pretend they're Manly Tears anymore. I'm just straight-up bawling from re-reading all these deaths...
You still have much to learn, Caesar. Sacrifice is one thing you never understood. But I hope your new clarity allows you to understand this...this is what we do for the ones we love.
Finally... a moment which doesn't arise from or lead into a tragic moment... not really, anyway. Strom telling Nova that he will always be there for her if she needs someone to talk to.
Right after that, we have the strangely touching moment of similarity between Osiris and Tytania, where Osiris starts with a four-word heartwarming moment, defying Tytania's belief that all she exists as is rage and pain and revenge.
You are not wretched.
In a dark way, Yggdrasil and Samhain's interaction in the final battle, where we see Samhain's motivations at last. And Yggdrasil's words are so sad, yet so sincere... more tears coming on...
My poor deluded Samhain. I did not cast you out, you fell away. And I could hold you no longer. Moreso than any of the others, I loved you.
Unholy Crusade
Azur gets one in the final Royal Knight battle, when he's fighting against Pyra, who he had developed feelings for throughout the course of Unholy Crusade. He traps himself and Pyra, who went wild in her Deadly Upgrade form: Black Imperialdramon Fighter Mode, in a dome of ice. He proceeds to try to talk her down, not wanting to harm her. It eventually culminates in him announcing that he loved her, which nearly broke Pyra out of her darkness. What happened after wasn't so heartwarming...
