He absolutely refuses to leave the first parasite's lair and the woman he's torturing after learning the game is giving him the option of escaping without killing Doctor X in The Cat Lady.
Cry: Wait? Are they giving me an option of leaving without killing him? I'm sorry but that guy can't go on to kill people like that. That's fucked up man! Hell no! That's not happening in my freaking existence. Fuck that shit.
During his playthrough of "The Cat Lady", Cry gets to the part where Susan recalls how her baby girl died. Whoever is right in the argument between Susan and her husband, Eric, Cry is clearly not impressed with Eric's demands, culminating in an epic "The Reason You Suck" Speech:
Eric: I'M THE MAN IN THIS FAMILY! I will make the rules, and I'll get the respect I deserve!