He is crying because no one understands. It is not Him that is raising the dead.
Jhn 11:40 KJV - Jesus saith unto her, Said I not unto thee, that, if thou wouldest believe, thou shouldest see the glory of God?
Jhn 11:41 KJV - Then they took away the stone [from the place] where the dead was laid. And Jesus lifted up [his] eyes, and said, Father, I thank thee that thou hast heard me.
Jhn 11:42 KJV - And I knew that thou hearest me always: but because of the people which stand by I said [it], that they may believe that thou hast sent me.
Jhn 11:43 KJV - And when he thus had spoken, he cried with a loud voice, Lazarus, come forth.
Mat 22:32 KJV - I am the God of Abraham, and the God of Isaac, and the God of Jacob? God (the Father) is not the God of the dead, but of the living.
Any time Christ, (Jehovah), refers to God, it is the Father.