I saw the crying as a sort of materialistic outcry against mortality; throughout the GN the emphasis is on Joker wanting Gotham to be 'his', up to the extent that it ends with him screaming "This Belongs To Me!". Juxtaposed with Jonny's narration, the implication would seem to be that Joker is terrified of ever losing what little of the city he has - Harley and all - as well as mortified at the inevitable prospect of his having to destroy it all before anyone else can take it away from him.