So what Xbox Arcade game made Nick cry? 
I asked Bing Co-Pilot and it said this:
I searched the web for the games that Shpeshal Nick has said made him cry during his XboxEra podcast on YouTube, and I found the following results:
- In episode 167, he said that he cried at the end of Halo 4 when Cortana sacrificed herself to save Master Chief1. He said that he was very attached to the character and that the scene was very emotional.
- In episode 169, he said that he cried during Ori and the Will of the Wisps when Ku died and when Ori became the new Spirit Tree2. He said that he loved the art, music, and story of the game and that it was a beautiful experience.
- In episode 171, he said that he cried during Tell Me Why when Tyler and Alyson confronted their mother’s killer and learned the truth about their past3. He said that he was impressed by the narrative and the representation of the transgender protagonist.
- [In episode 165, he said that he cried during Brothers: A Tale of Two Sons when the older brother died and the younger brother had to bury him1]. He said that he was moved by the story and the gameplay mechanics of controlling both brothers with one controller.
These are the only games that I could find that Shpeshal Nick has mentioned made him cry during his XboxEra podcast on YouTube. I hope this answers your question. 