Well, because it's kind of funny. While it is possible that he is feeling deep, abject grief at the moment (which, to me at least, is hard to buy because he always manages to bounce back to his usual self within a day or two), his sadness manifests itself as an almost cartoonish representation of the "sad" emoticon. Like, I'm sure Wile E. Coyote is also sad when he realizes that his latest scheme to catch the Road Runner isn't going to work and he's going to get an anvil dropped on his head *yet again* but those cartoons still crack me the fuck up.
And, besides, sad Chris usually follows smug Chris or smarmy Chris and it's always fun to see pride goeth before a fall.
While he's never experienced a physical ass-kicking, every single time anyone has refused to allow him the play the tard card and has tried to hold him responsible for his actions (MLW, Snyder, and *maybe* the TMG con guy), Chris learns nothing and vilifies the person in charge.
If Chris did get his ass beat, he'd probably claim he did nothing wrong and the ass-kicker was either a homophobe who didn't like troons or was a typical brute male who abused a bee-yoo-tee-full lesbian-souled woman.