What's so embarrassing? He's an emotional guy. Brett Favre is the same way, always was. They pour their entire heart into what they do. It doesn't have that "macho" image that people think Footballers are supposed to have, but it doesn't make them play any worse. If anything, it makes them play better.
Give the Romo a break. I think he did a phenominal job this year as a first year quarterback and as expected he made a few rookie mistakes under pressure, and some of that pressure was stuff he brought on himself.
Unlike Rothlesberger, Romo made mistakes and knows he has things to work on. Rothlesberger had a dream season his first year out and thought that he was good as everyone said he was...with nothing needed to work on. Now look at him. Riding motorcycles with no helmets, admitting o riding his sport bike at excessive speeds, feeling invincible. This year, the NFL knocked that chip off his shoulder just has fast as they built it.
Romo will only get better, tears and all, and that is a scary proposition sitting in the seat of someone that LOVES to hate the cowboys.