The passage suggests that even Sancho Panza, usually a figure of comic relief and practicality, was moved to tears. His emotional response indicates a depth of feeling triggered by a moment of disappointment and realization. Sancho had high hopes associated with Dorotea, whom he mistakenly believed to be a royal figure tied to his dreams of luxury and adventure, specifically the Micomicone Queen.
This moment highlights the contrast between the aspirations and reality faced by the characters in "Don Quixote." Sancho’s tears reflect his inner turmoil and the realization that his expectations were misguided. Despite his later claim that his emotions were not linked to Dorotea's identity, this incident serves to emphasize the theme of illusion versus reality that permeates the narrative.