I asked my friend Dr. Mike Marcell, who is a research psychologist in Charleston, SC. Here is his reply:

I assume that the child is referring to tearing and not the sound of crying. Some random thoughts: Newborns cry (I think tearing develops soon, but am not sure) for reasons like hunger and pain, and later the reasons extend to social concerns (e.g., need for attention). Thus, it seems reasonable to explain the link between crying and sadness as being an extension of the negative associations of the very earliest crying. Early crying is both endogenous (no obvious cause--full bladder?) and reflexive (to stimuli), but during first year becomes "tuned" to the more negative situations. Crying works in that it elicits responses from caregivers, who then alleviate the negative cause (like hunger). Thus, one should consider crying (and facial tearing) as communicative signals designed to enhance the likelihood of someone coming and taking care of things. Perhaps the greater the signal (louder, shriller cry and more tearing) the more likely the response, thus reinforcing the combination of the sound, tears, and negative situation, and making it more likely one will elicit the other in the future (like hearing someone sobbing causing you to tear). Perhaps an interesting piece of the puzzle: In the waking behavior of newborns (which is not a whole lot), newborns are largely unresponsive to environment when crying (only other such unresponsive time is during quiet sleep). If much early stimulation is negative from the child's point of view, perhaps crying helps to shut it out. The most interesting part of the question I think is why tearing? I came across only one article--highly speculative--in which the fellow looked at relationships among crying episodes of adults and found that the only commonality was help--either requesting or offering it. He speculates that tears provide an additional signal in requesting help in infants/children--a conspicuous facial signal--and that perhaps tears are selected for this task because they are already present via their reflexive association to physical pain and ocular trauma (e.g., eyes watering to get dust out). One thing to tell your insightful youngster is that tearing is also associated with positive as well as negative feelings, and that this might be related to what the fellow above was talking about in terms of a relationship between help and tearing. Anyway, I am constantly amazed by how quickly one gets to the limits of our knowledge about a phenomenon! Mike