Not to mention Fluttershy's reaction. The last thing she says before being forcibly escorted out is:
Fluttershy: W-wait, where are you taking me? I wouldn't do that to anypony… Twilight, Mr. Phoenix! HELP!
Which becomes even more heart-wrenching if you've played the games when you remember that he's also had to accuse an extremely woobie-tastic witness during his darkest hour just so he could get more time. You can see that he's completely regretting having to do that again, and Twilight's reaction towards him just twisted the knife further.
The way a few of the friendships among the Mane Six and also Phoenix Wright are utterly shattered in Part 3. Twilight has already been covered, and now Rainbow despises Fluttershy for (albeit unknowingly) destroying any hope of her being found innocent with her testimony.
Part 3 - Twilight. A good part of it has Twilight agonizing over Phoenix's actions in Part 2 and lashing out at anypony who still supports him. The sheer level of pain and betrayal in her voice is heartbreaking.
Trixie has black psyche locks. Ace Attorney fans can quickly make a connection with the evil Kristoph Gavin, the only person that has had them in canon, but there's a twist in it. Unlike Gavin's locks, which were cold and dark, Trixie's are filled with sadness and despair, and their presence alone make Twilight tear up. The background music that plays during their reveal reinforces this.
The story behind Cruise Control's athletic failures, and what happened to his sister.
The way Rainbow chews out Fluttershy for almost getting her declared guilty with her testimony, and how Fluttershy leaves in tears, is nothing short of heart-breaking.
Rainbow:I-... I HATE YOU!
Gilda's "confession" in Part 4. In-Universe, even the Judge teared up after that!
Even worse, the creators hosted a "Write a Bad Ending Contest", which was Exactly What It Says on the Tin: To assume the case ended there and write the ending. And then they decided to make a fake one (which was removed after the contest ended) as an example. It was as disheartening as you might think.
In case anyone's wondering, Rainbow Dash is declared guilty and immediately escorted out to be banished to one of the heavenly bodies and unlike Luna, she has no goddess powers to protect her so it is assumed that she was Killed Off for Real, with Phoenix noting that he and Twilight Never Got to Say Goodbye. Phoenix and Twilight get a bunch of Moral Event Horizon crossing evil gloats from Trixie who then leaves. Twilight (who promptly gets Discorded out of sheer despair) quietly teleports Phoenix back home and he's left wishing that things could have turned out differently. Oh, and aside from the depressing music, there is almost zero sound occurring here.
It gets worse; searching up some of the entries to the contest leads to some completely depressing stories. Though there are some exceptions out there, like this one that shifts from a Downer Ending to a Ray Of Hope Ending.
At the end of the trial when Fluttershy and Rainbow Dash make up and become friends again. Seeing Rainbow Dash cry after her My God, What Have I Done? moment is really moving.
The final picture after the credits with Phoenix and the ponies together.
Also at the very end Princess Celestia's conversation with Mia Fey.