When you are sad, your emotional rise and fall may stimulate the tear gland system. Then the tear gland system may excrete the tears. Thus it is normal for people to cry when they are sad. However too much crying is not good for the eyes which will cause the dry eyes.
Well, it is very normal to have this kind of situation for many people. In my opinion, there is something to do with your emotion. As we know that when we are sad, the emotion can change. And at this moment, it can produce some irritants. And then it forces the eyes to water in attempt to wash away the chemical attacker. So we can say this is a very common thing which you should not worry about. Also, you should know that tears are a defense mechanism your body uses to protect the eye and wash away the enemy attacker. So in some degree, it can be good for your eyes.