I cried. Not because Sherlock "died" (I knew he was alive because I read the book XD) but because I couldn't even imagine the pain John has to go through now until Sherlock shows himself to John again.
...I bet Sherlock cried before he jumped off not because he was scared of death (he probably knew he wasn't going to die...?) but because he knew he had to leave his best and only friend behind.
I felt the exact same! The pain poor John had to go through, witnessing it and all. And I think Sherlock felt the same, that he had to make sure John watched so that John knew he was dead and to keep him from trying to find Sherlock still alive.