Factual error: The movie takes place in Chicago, except for one scene that is supposed to be in New York City (when Damien's uncle visits the priest). Two problems. First, as the cab pulls up to the church where the priest is, it goes past a housing project. Anyone who knows public housing construction in New York and Chicago knows that building is in Chicago. Second, when they go out to a trainyard, you can clearly see the Hancock Tower in the background. Of course, that building is in Chicago, not New York.
Factual error: After the raven attacks journalist Joan Hart, pecking her eyes out, she blindly staggers into the highway and is run down by a Mack tractor-trailer. As the truck locks up its brakes and strikes her, we see Joan Hart levitate straight up into the air, arc completely over the truck's massive front-end (even over the cab of the truck), and finally impact the top of the freight trailer, which is about 13 feet in height. More than merely absurd-looking, this sequence utterly defies Newtonian physics. From her standing position at ground level, Joan Hart should have been instantly pulverized on impact and launched many meters down the road in the same direction the truck is traveling.
Factual error: When the shipping container is opened none of the items are secured so they would've been broken during shipping, making it impossible to view the wall anyway.
Answer: Damien is still very conflicted, having thought of himself as a regular boy his entire life. While he is slowly embracing his nature, he hasn't lost his emotions, and he's crying because he's actually sad that he had to kill his friend.