It doesn't. I mean, I am very proud of it when I cry for something, as it means I'm having pure joy. I don't think there is anything to be more proud of than finding happiness. A lot of people don't have this at all, though, but that's fine. I guess I feel bad for you, but as long as you stillenjoy it, it's fine.
Heartless doesn't exist in this way, though. Trust me, as long as you're not a phycopath, I'd never call you heartless.