Nothing wrong with crying in a movie. Moves are meant to make you feel things. If you cry, that's one way to know it connected with you and made you feel.
Last one that made me cry was The Whale. I lost my father when I was a teenager and was taken by surprise by the profound effect that it had on me, two decades later.
Nothing wrong with you, based on your statement. As someone else said, at is (often) meant to provoke emotion. Emotion is a part of who we are and catching feels from unexpected things is a beautiful part of being human.