The fact that mutants seem to be facing the same persecution they experienced in the films even worse, when it seems like the X-Men and Brotherhood of Mutants have disappeared at this point in the timeline.
It's off-handedly mentioned that the X-Men and Brotherhood both just disappeared a while ago and no one knows why. Yes, the show actually manages to make the excuse for why we won't be seeing any big names from the comics into something quietly devastating.
Marcos's desperation to find Lorna, even more so after the second episode reveals his parents kicked him out the same day as his powers manifested. She's his family, and he's unable to help her and their unborn child.
Turner reveals his seven-year-old daughter was killed in a battle between the X-Men and Brotherhood, and he doesn't care if it was a "good" or "bad" mutant that did it.
The little girl in the bowling alley flashback was taunted by strangers until she accidentally used her powers, and then she had to leave.
Sonya gives Clarice a memory of her and John to help her focus her powers enough to save him. It works, but it leaves Sonya hurt, John angry, and Clarice completely oblivious. And then we find out in the next episode that Clarice is so haunted by that memory she can't sleep, and is apparently not even aware that it's not real.
The mother and daughter Reed meets when attempting to help Turner expose the underground. Reed is surprised to see that Sentinel Services came after both of them especially when unlike others their powers are in no way dangerous to others.
In "boXed in", we see how Jace lost his daughter. They were having a fun day at the park, a mutant rights rally got out of hand, and suddenly a massive energy ball appears in the sky and vaporizes his daughter. To make matters worse, Dreamer's interrupted probing of Turner's memories causes him to forget his daughter's death. Which means he has to learn about it from his wife and relive that grief all over again.
Clarice arriving in her old foster home with John, only to discover that everybody has been killed by Sentinel Services.
Wes having to leave to join another cell after apologizing towards the Struckers for lying and having
Why is Otto Strucker estranged from his son? Well, His father and aunt were the mutant terrorists Fenris. Otto was raised to be just like them, but rebelled and worked for Trask in order to learn how to dampen the X-gene. Reed was born a mutant like his father, but the mutant suppression serum hospitalized him. He couldn't bear to see his son after all the pain he caused him. If that wasn't sad enough, Sentinel Services and Dr. Campbell knock on his door. To protect Reed and Thunderbird, Otto exchanges fire with Sentinel Services and manages to kill a few of them, including Gus who experiences a moment of Dying as Yourself once Campbell leaves him for dead.
The Mole for Sentinel Services also experiences one: She was a mother with a sick child who was denied medical care because both of them were mutants. She destroyed the doctor's office, but Sentinel Services knocks on her door, slaughters her family, and take her to be a hound. She can't even say her last words because whatever Campbell did rendered her unable to speak. At least she was Dying as Yourself.
Caitlin and Reed being unable to do anything but watch as Sentinel Services captures Andy and Lauren. Reed has to physically restrain his wife to keep her from going out and getting captured to.
On a similar note, John having to forcefully remove Esme from the laboratory compound, as they are powerless to attack it. She desperately struggles, as her family is in there.
Sonya's death and Clarice's reaction. Even worse because it was All for Nothing. Campbell killed her because the Strucker kids resisted his orders to demonstrate their shared powers, and Dreamer told them not to give him what he wanted. And in the end, they give in anyway to save Clarice when he threatened her next.
Before that Jace recounting to Sonya of how she erased the memory of the last day his daughter was alive.Sonya is genuinely sorry and tries to apologize but Jace simply tells her he wants her to suffer.
Also the dialogue between the Struckers and Jace and his wife. No matter the animosity between them, they are all parents who (in one way or another) lost their children. In the end, Jace's wife is shocked to what lengths her husband takes his grief. She then (supposedly off-screen) convinces him to do the right thing... only for Esme to confirming his worst fears and having his team brutally murdered.
The respective funerals of Sonya and Ed Weeks.
Lorna mouths the words I love you.
John the usually stoic, calm, collected leader of the Mutant Underground breaks down in tears shortly after.
Everything with the Season 1 finale "X-roads".
Lorna and Marcos both have tears in their eyes, as they love each other so much, but completely disagree on what they have to do. It comes to a head when Lorna is about to destroy the plane with Dr. Campbell and Senator Montez inside, and Marcos, John and Clarice try to talk her down from doing this.
Marcos: Listen, Lorna, you don't want to do this. Lorna: Marcos, I have to. For all of us. Marcos: No. No, you don't. You saw what happened when innocent people died on 7/15. Not everyone on that plane is trying to hurt us. Innocent people! You take it down, they die! Lorna: There are innocent people on this side, too. If I don't take it down, they die. Marcos: You're wrong! John: You're not a killer, Lorna. This isn't why the X-Men chose us. Lorna: The X-Men made a mistake. This is who I am. Marcos: Please, just listen to me. Now, we will figure this out. I don't care about the X-Men. I don't care about the Brotherhood. I care about my family. Lorna: That's what I care about, too. But I'm tired of hiding. We have to take a stand. Marcos: Not like this. This changes everything. This will change everything. Our kid has to live in this world. Lorna: It's time to make a new world. (Lorna then uses her powers to rip apart the plane, despite Marcos' pleas)
The Mutant Underground is so splintered that members leave to join the Hellfire Club with the Frost sisters and Lorna after losing their HQ, Andy included.
The members of the Mutant Underground are not in a good place when we meet them at the start of the season.
Marcos and Caitlin in particular are taking Lorna and Andy leaving especially hard with Marcos angered and upset that he wont be their when his child is born and Caitlin in almost full denial that Andy chose to leave them
When Lorna is about to give birth the Mutant Underground team attempt to track her down and are making good progress until John loses the trail. A devastated Marcos breaks down in anger and anguish his powers lighting up in response as he doesnt even know if his girlfriend and child are even alive and okay.
The fact that Marcos is unable to be there for the birth of his child is heartbreaking in and of itself.
Johns sheer guilt over the loss of the Atlanta Underground base, Lorna and Andy leaving, and Sonyas death. The guy just takes so much of the responsibility on his shoulders.
The story Reeva tells Andy about her friend. The two apparently got into a real bad fight and when they were approached by Purifiers. Reeva (who was still emotionally affected by the fight) was unable to use her powers to defend them and her friend was fatally stabbed.
The flashback of Marcos speaking to his dying father.
Marcos finally meeting his daughter and getting to see Lorna for the first time in months results in both Marcos and Lorna near tears.
The Underground having to face the reality that Andy and Lorna are willfully and fully in the side of Inner Circle.
Lauren trying to convince her brother to come back to them only for Andy to reject it.
The death of Micheal. One of the mutant mental patients and fellow mutant soldier like John who allows himself to die so John and Caitlin can remain hidden from the Purifiers
The origins of the Frost sisters: It turns out that they were cloned in a lab and were repeatly used to invade the minds of people to gain information on on theirs creators enemies. When Esme, Phoebe, and Sophie had enough and attempted to escape (taking advantage of their power dampening collars having been taken off) their other two sisters however Mindee and Celeste still had their collars on and were killed when they were activated with the triplets feeling their deaths
The death of Shatter.
Lorna and Marcos having to say goodbye to their daughter.
Its even worse for Marcos because as he points out to Lorna he hasnt even gotten the chance to get to even bond with Dawn.
Despite the chance of possible reconciliation between the Strucker family that is crushed hard after Lauren, Caitlin, and Reed give Andy a What the Hell, Hero? look when he tortures and breaks the legs of a Purfier member not only does he reject going home but he also starts spouting the same mutant supremacy rhetoric thats no better then the Purifiers (and seemingly forgetting that his own mother is human).
Turner's Heel Realization after Wilson murders an innocent mutant. He clearly knows exactly who he sounds like when lying to the cops that Wilson "stood his ground," and can barely stand to talk to his wife when she fully believes the false report.
Blink leaves the Underground after all of the mutant leaders have been killed by the Inner Circls mutant strike team. Unwilling to watch John potentially kill himself she joins the Morlocks.
"CalaMity" has a lot of these but the hard ones are:
Sage being killed by Reeva due to Lorna, when using the computer to assist Marcos in taking out Max, using Sage's access password, causing Reeva and the Frost Sisters to mistakenly believe she was the traitor. The guilt Lorna feels for having indirectly gotten one of her friends killed is heartbreaking.
The Purifiers' attack on the Morlocks, in which many Morlocks are killed.
When Erg and the last of the battle capable mutants make a Last Stand to hold off the Purifiers so Blink can get the other defenseless mutants to safety, Jace — realizing that shooting Erg is pointless due to his powers — orders the Purifiers focus on the ones who arent invulnerable, resulting in Erg being forced to watch his friends and allies die before his eyes while he can do nothing to save them.
However, the most devastating one, that the episode ends on no less, is Blink's. As Clarice opens a portal to allow Erg and a young mutant girl who stayed behind to get to safety, Jace shoots Clarice through the back numerous times as John can only watch as Clarice falls and the portal closes.
The season finale definitely has its fair share of emotional moments:
The Strucker siblings being forced to use their powers to destroy Sentinel Services HQ.
Esme's morality causing her to turn on her sisters, and being left devastated after Marcos uses the opening she provides to knock them both out.
Reeds Heroic Sacrifice to stop Reeva. Caitlin, Andy, and Laurens mourning will also bring tears.