Not just that part. The whole episode. Every bit of it. ** sniff**
Episode six. It gets this troper every single time. Poor Havok...
And, assuming you can figure out what the hell is going on, the last episode. Amber was doing the whole thing to try to make Hei happy, and he never wanted to kill anyone in the first place. Perhaps also the bit after Amber turns back time a couple of minutes to give Hei another chance, when we see the Syndicate completely ignoring the fact that there obviously isn't a threat in favor of trying to wipe out every contractor on the planet.
How in the world is the end of episode four not here yet? "I'm back." "Welcome home, dads."
Kirihara in Shikkoku no Hana reaching a crime scene, saw Hei and Yin entering a portal. Her reaction? Running there extending a hand in open "wait for me!" gesture and screaming "Stop! Li-Kun! Li... <portal vanishes>". So she just stops there with a hand still thrust forward and makes such an adorable sad face that when she gets distracted by seeing a corpse "flung all around" it couldn't be as bad.
The entire OVA, Hei and Yin's life begins to crumble around them with Hei going through serious physical trauma being slowly worn down by the multiple Contractors who have been sent to kill him. while at the end Yin demands Hei kill her in order to stop her super powered evil side being released. Hei refuses, promptly loose yin and is driven to drinking in the most tragic story arc of the franchise.
The death of November 11. After finding out that death was inevitable courtesy of the future-seeingAmber, November 11 confronted his boss and killed him and a bunch of bodyguards, completing his mission...with nothing but a bottle of brandy. The last phone call brought out the tears, but seeing the dead bodies of Decade and his henchmen also solidified this Tear Jerker as a Dying Moment of Awesome.
The tidbits of the last episode in Gemini of the Meteor when Misaki narrates.
The fourth to last episode: everything is building up for the finale, and Kirihara and Li/Hei are hanging out eating, playing baseball and laughing. Kirihara laughs at Li, and you realize that no matter what he did, Hei could never make his sister laugh like that.