The fact that Oleg and Josh Birk became close friends is rather heart warming. They even spend their last moments on earth pleasantly chatting.
Cheesy as they are, the romance scenes with the exception of Kinzie and Asha are very sweet.
Surprisingly enough, Johnny Gat's scene may be the sweetest of them all. The Boss spills his/her guts about the void in their life left by Gat's disappearance before he shuts him/her up with a kiss.
Shaundi's plays off of the UST that may have developed between the two.
The scene after saving Matt. The group finds another prison shaped as a plane.
Matt: Whose idea of hell is being trapped in an airplane?
Boss: Me, Shaundi and... Oh my god... Johnny's alive!
Kinzie: Boss... Johnny's dead.
Boss: Who else would be stuck in a plane?!
Kinzie: Shaundi. It was a life-defining moment for her. It's the only thing that makes sense.
Boss: You're wrong.
Matt: I think she's making a lot of sen...
Boss: SHE'S WRONG!! Find out where this is! We're getting my best friend back.
This could also be a tear jerker moment considering the realities of how things end up and just in general the Boss' insistence in the scene.
Throughout Matt's loyalty mission, he's slowly turned the Boss around into liking Nyteblade. At the end, The Boss uses the power of being Earth's remaining world leader to give Matt all the rights, titles, licenses and merchandising rights to the Nyteblade franchise. That's just incredible.
In the same vein, his rescue mission involves you playing a text-based adventure where you give him the courage and emotional support he needs to stand up for himself and fight Killbane hand to hand AND WIN. Then you tell him that you always knew he could do it. Remember, you're telling this to someone who was a major antagonist in the previous game. That's just sweet...
Zach(One of the announcers for the Genki activities} breaks down crying over the fact that he misses his wife. Who died when the Earth was destroyed.
In another instance he mentions that his fear is being all alone without anyone to talk to, Bobby then tells him he doesn't have to worry about that with him around.
Boss helping Shaundi get over her guilt when she thinks she got Gat killed. And when the two Shaundis go from hating each other to playing around and Boss helping them get over the nightmare of being kidnapped by Veteran Child.
When the boss was disabling the Nuke in a attempted Heroic Sacrifice, the group all said their goodbyes. Even Matt, who admited had he known the boss was willing to go to this length to save the world, he wouldn't have made his attempt on the Bosses life.
Perhaps most shockingly and heart warming of all, our favorite psychopath, whose heart must have grown three sizes, openly admits how important each Saint is. Boss would take a bullet for any one of them, and says it without a bit of sarcasm.
Pierce's Loyalty Mission is just one big heartwarming moment between the Boss and Pierce. From singing along to "Opposites Attract" together, to the Boss telling Pierce "You're the Boss". It really shows how close they are. The Boss also finally let Pierce do one of his complicated plans.
Kinzie talking about how much Oleg means to her in one of her Audio Logs.
If you have Keith and Maero as homies, you'll learn that the Boss seems to hold Donnie in higher regard than Maero. It's oddly heartwarming, since all they ever did was torture the poor guy.
Johnny Gat's loyalty mission. Set to the backdrop of the previous game's murder-spree minigame the Genkibowl, it was deemed to be the best way to make up for lost time between The Boss and Gat. They both share how they have grown as people and what they learned in their time away, Gat learning how to appreciate the simpler things in life (like the wanton slaughter of mascots) and The Boss sharing how much Johnny meant to all of the Saints when they thought he had died. Even Matt, who is overseeing the simulation, is so touched that he decides to make the final encounter against Phillipe Loren so that both Gat and The Boss can get closure from killing him properly. The first song that plays during this mission is "The Boys Are Back in Town", which is really fitting for this reunion.
Kinzie defending Matt when the Boss punches him for saying that saving Gat might be a huge risk. Impressive, since they started out hating each other.
And a Crowning Moment Of Awesome for Kinzie, as she is literally the only person in the entire series that makes The Boss apologize for their actions.
Kinzie and Matt have a lot of small moments toward the end. If Matt and Asha are chosen for the first part of the final mission, Matt muses on a way they could have transported the Key faster. Instead of arguing, Kinzie asks him to explain and they get into a hacker discussion. If Matt accompanies the Boss on the second mission, when he expresses fear about what will come out of the portal from his personal nightmare, the Boss and then Kinzie try reassuring him. They really have become friends. Guess fighting an alien empire really brings people together.
Montell Jordan's "This Is How We Do It", playing during the Dance PartyCurtain Call, where all the main characters of the game show off their moves, ending with Zinyak doing the worm. Doubles as Funny and Awesome moment.
Shaundi and Gat's homie conversation. Gat consoles Shaundi for all she's suffered since his "death", saying he's alive now, and that won't change.
If you take Shaundi on the second part of the last mission, she'll express concern on what will happen to her younger self. Considering how she thought of her younger self earlier in the game, it's oddly sweet.
At the beginning, Boss tries to brush aside Shaundi's warnings, given Pierce and King were whining. When s/he tries to leave upon learning it was about an impending alien attack Shaundi grabs him/her, showing how concerned she is about the threat and how in league she is with Asha and Matt given how they help save the world.
The final cutscene of "How The Saints Save Christmas" is arguably the most heartwarming moment of the entire Saints Row series: The Boss, a murderous psychopath who has killed untold numbers of people, learns from Santa how good it feels to spread joy to strangers, and making memories with family and friends. As a result, he/she spends Christmas getting into snowball fights with the crew, going caroling, giving out presents, decorating a tree, feeding the homeless, making snow-angels, and becoming a genuinely nice, loving, and caring person.
Even if it's played for laughs, it's a pretty amazing transformation! And assuming it's the last story DLC in this incarnation of Saints Row before a reboot, it's a touching note to end on that not even the world getting blown up can stop Christmas if people decide to be good.
Shaundi's letter to Santa asks that he make sure that Fun Shaundi (her younger self in the simulation) has the best Christmas she's ever had.
Even better, the Boss' wish list to Santa is asking him to grant everyone else's wishes, without any ulterior or selfish motive at all.
Throughout the series Boss has been regarded as The Sociopath who crossed the Moral Event Horizon. If s/he can act like such a nice caring individual how much hope is there for normal folk?
Two for Shaundi in the Christmas DLC:
In her letter to Santa, she asks for her younger self to have the Christmas she used to have before her family splits apart and be happy. All while admitting Shaundi was a jerk to her past self and have to accept for who she is.
Future Shaundi celebrating Christmas with everyone in an alternate timeline (including her alternate self) after living in a crapsack future where Christmas is dead.
There's also the Christmas intro which shows The Saints preparing the ship with Shaundi and Pierce hanging-up stockings over the display screen playing a video of a Yule Log and Matt getting a box of decorations to help Kinzie with the tree, set to really nice orchestral music.