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Dill cries at the trial because he has no other coping mechanism with which to react to the injust way he feels Tom Robinson is being treated. Dill is just a little boy, and he knows of no other way to deal with this kind of injustice. I believe that Scout and Jem react differently (Scout actually takes Dill out of the courtroom) because of the way their father has raised them. Atticus hasn't sugarcoated the proceedings for his children.
To Kill a Mockingbird