I never really got that impression of Cloud at all. Granted, he was somewhat broody [and did need such pep talks from time to time], but there are actually a lot of people just like that. Guilt/inner torment isn't always easy to conquer for us as humans. Also, I think people seriously don't understand how a lot of people would feel when you're thrust with problems like the kind he had. I'd say that for what he was dealt with and had to endure, he did well, and in the end he still conquered his inner demons. If he displayed no such emotional stress or sadness at all, he could easily come off as someone that just doesn't care or shows no emotive traits, which can actually be pretty boring.

I feel that any video game or anime character that expresses sadness or emotional stress over events like this gets automatically branded as "emo", but not everyone has a strong enough spirit to stand like a mountain in the face of such things and never falter for a second [though there are people like this, don't misunderstand me]. Personally, I would be annoyed with a protagonist that never showed any sort of emotion like that.