1. They are legitimately brainwashed into believing he is God; or
2. They simply know anytime the cameras are on or the Party is present, as would be the case for such an event, they are required to approach Dear Leader's picture and begin the tears...or off to the camps for them and their whole family.
My mother cried at Stalin's death, so I have no problem believing it was #1.
On the other hand, this appears to be a common trait with beloved leaders. In [1] we can read that "rare was the person who did not cry that long weekend".
1. They are legitimately brainwashed into believing he is God; or
2. They simply know anytime the cameras are on or the Party is present, as would be the case for such an event, they are required to approach Dear Leader's picture and begin the tears...or off to the camps for them and their whole family.