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Tear Jerker: Shin Hyakuji High School
Every Bad Future is likely to involve some heartbreak, but Hyakuji 20XX gaiden is just one after the other. These kids used to save the world... and now crumble beneath the weight of its despair. Here, and bring some tissues.
Fated Day, as glorious a moment for the Arcadian teams, still has some heartbreaking moments. Specifically, when Cthulhu forces it's members to see their worst fears and torments made manifest. Even though the Arcadia team is strong, it's still very human. Dead family members, dead loved ones, and worst fears show that the people saving the world have been through hell in order to live their lives, let alone protect the world.
The reveal of what Jonny was doing in the Justice RAEG plot, which prompted shock and outright denial from many of the people who knew him. It gets worse when Kingsley has to inevitably shoot down the possibility of it being an imposter.