Well, this "cool guy" was a loser that has to create a new personality(Zack) to hide the fact that he was a loser. Some times during the game, he was very afraid of the enemy(Sephiroth), and he was very angst because of Aerith's dead. Cloud was "weak"(personality) during all the game and movie, and all his friends knew it. This is why he is the King Emo of the FF series.
Squall was emo, but the difference between him and Cloud, is that he hide his insecuritys, and tried to appear strong to the others. He was just emo inside of his head, and he, at least, wasn't afraid of the main enemy, like Cloud was.
To all his friends, Squall was a guy with strong personality, but a cold heart.
To all his friends, Cloud was a guy with weak personality, and a complex of inferiority.
You can give many motives to explain why Cloud was emo, but the fact is that he is, maybe, the most emo character in all the FF series(winning of Squall in that category).




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