Zoro has cried the least among the Straw Hats, and I feel it's on purpose. I believe Oda is saving it for when the journey is over. Zoro was with Luffy from the very start. He was there for nearly all of Luffy's adventures, and he's been the most stalwart and faithful member along the way. The best way to communicate the weight of the adventure concluding should be a final farewell between Luffy and Zoro similar to this.