When people feel sad, the pituitary gland will secrete strong emotional hormones, which will exert a subtle influence on the respiratory center and circulatory center. Therefore, when people are seriously sad, on the one hand, they may "be unable to breathe (psychologically, not completely equal to physically)", on the other hand, the myocardial pulse stalls, causing short-term myocardial hypoxia ("short-term" means temporary and short-term), thus producing hypoxic pain.
In fact, both the heart and the brain react, but the results are different, which is why the brain will issue an order: when people are uncomfortable, they will only linger on things that make them sad, thinking: Why is this happening?
In addition, by the way, I would like to remind you of a problem (not directly related to this problem): when people are sad and depressed, tears can expel toxins and reduce the incidence of many diseases, so "crying if you want" is actually beneficial to health, so don't be stubborn when you are in a bad mood.