She could be coming to hug us after receiving some bad news. I think if the Syndicate removed her from power, Ul'dah would enter a civil war. Raubahn is in command of the Flames, he could sick them on the Torches. Also, she has the love and support of the people. They would prolly take up arms against the threat to her (hopefully).

She looks like she's on some balcony. Maybe Raubahn locked her inside there to handle some threat to the city. He walks in, she sees him safe, and runs to hug him.

As others have said, whoever made her cry tears of sorrow will die. I'm a flamer and from UD so it's personal when she's sad like that. She's one of my favorite characters.