I've heard this can occur as well. It's can also happen during Raki (not sure if that's how you spell it as I've never had it) - I sometimes wonder what the emotional response is to make people cry during these sessions. Some women have been know to cry during sex (and not because it's bad  ) at the point of orgasm and I wonder if the release is somehow linked.

I've also been lead to believe that crying which occurs at these times is not your bawling kind of cry but tends to be the slient tears type of cry.

I've no experience or scienfic facts to back this up but it sounds nice.