I haven't cried in any PM game but I felt awful killing Myo, Xiao, and Yan.
Even after the ending Xiao is the only one of the three that has a shot at having a normal (for the City) life after getting booked.
She might get a slap on the wrist for resigning from Liu the way she did but at least she's not coming out distorted or at risk of getting spawncamped.