I don't think statues cry because they are inanimate objects that don't have the ability to cry.
However, some statues may appear to be crying because the artist is trying to pass an emotional message or story.
I also remember watching a Nollywood movie a long time ago in which a sculpture was crying because of something that was about to happen. Funny enough, I can't remember the title of the movie or the actors in it.
RE: Why do statues cry? [ENG-PT/BR]