Yes, I imagine it's different depending on the circumstances. Someone in mourning might need a steady friend to lean on, whereas a husband or wife might need their partner to cry with them.
I remember one time when a horrible memory came to me and I was broken down in sobs - which almost never happens to me - my partner was moved to tears by my pain and we cried together for quite some time. If he had remained stoic or "strong" I doubt it would have been the bonding experience that it was. Knowing that he felt my pain with me on some level was very therapeutic and I knew he'd suffered similar pain in his childhood, so it was just a beautiful bonding moment for us.