Before therapy, I hadn't cried for YEARS. I'm not even sure how long. A lot of my safety in my childhood revolved around me looking like everything was okay all the time, and it has been really hard for me to unlearn that.
I had three people die - one family member I loved very much, one dear, dear friend, and one person I just slightly knew, but who shared a lot of my story - one right after the other at one point in my therapy. I had been in therapy long enough to feel safe, and that's when the tears REALLY came. I mean, I cried and cried and cried.
Since then, I've cried more in therapy, and lately, it seems like I cry at every freaking session

It's such a huge change for me - going from being emotionless to this person who actually cries - but it feels right. I still don't cry anywhere except for in T's office (or at home IF I am on the phone with T), but that is FINE with me.
When I cry, T usually sits quietly. If he happens to be sitting on the couch with me, he might reach over and hold my hand. Last session, I was crying as I was leaving, and T gave me a hug and sort of patted me on the back.
For me, once I let myself cry in therapy and found out that nothing too horrible happened, it was easier to accept it when it happened again.
I do agree that we don't "have" to cry in therapy. I could never make myself cry, that's for sure. But I've learned to allow it to happen when it comes up naturally, and it hasn't been nearly as scary and awful as I thought it would be.