Trivia: The winter scene was shot at Eagle River, Wisc. which is in the deep woods. When the Hollywood crew showed up, they brought along fake trees. Those trees were definitely not needed.
Trivia: Originally, Damien was going to be 15 instead of 12. He would also have had a girlfriend, so that when he discovered that he was the Antichrist, he would be torn between love and destiny. This idea was ultimately scrapped.
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.