Thats actually the only Zelda i havn't played (console Zelda) so i guess il take your word for it. I admit i have heard alot that the whole game is darker and has a much bleaker tone. Maybe il try it someday.
That said, emotion in Zelda games will never reach the depth of the Final Fantasies. And thats not a bad thing - im a fan of both series (Skyward sword looks crap... but so does the next Final Fantasy). Its jut the type of game they are.
Oh. For sad scenes, in Dark Chronicle, Gaspards life story is pretty sad.
That entire game was pretty 'hmmm' though. It improved on everything that made Dark Cloud bad or annoying, but while it learnt from the mistakes of the past, it showed impressive propensity to make new ones, and the story was quite frankly a joke after a certain point. (I mean how do you take the villian seriously when he's a bunny rabbit. I mean seriously. A RABBIT? In Dark Cloud it was actually funny to see that the fat genie we thought looked so ridiculous was actually nothing of the sort, and then to discover the true genie... so i was pretty dissapointed that they did that again. And then even more dissapointed when they didn't do it. And he really was a rodent this time.)