Men and women are different. We have different anatomy and a different balance of hormones.
To suggest that one is more emotional than the other, is suggesting that one is more or less human than the other because emotions are connected with our limbic system.
Men and women get emotional about different things.
Speaking in broad generalizations, men are more competitive than women. A young man is likely to get emotional about the outcome of some kind of contest, race, challenge, match, whatever. So if you make a guy feel like a loser, you can really turn him into an emotional wreck.
Women tend to get emotional about situations that are more empathic in nature. That is a lot harder to explain but if you want to get a woman upset, tune her out, or do the opposite of what she asks ... or tell her something sad.
As people age this stuff evens out a bit more.