Shaadi doesn't cry. He's a ghost. Ghosts don't have tear ducts. You need tear ducts to cry.

But more importantly, you need a heart.

Shaadi doesn't have a heart either.

That's why, when he feels the wetness of tears against his cheeks, he knows that they're not his. Maybe the tears of another ghost temporarily shifting through him -- Yami no Bakura, the Pharaoh, maybe even Yami no Malik -- but not his.

Shaadi doesn't cry. He has nothing to cry about.