megumin seems to be aware that she's cute but woefully ignorant that everyone in town knows she's a walking landmine (basically literally) & kazuma is pretty popular/infamous (when he's not around the useless trio he's unexpectedly talented at random shit and easy to get along with, and when he is with them he's liable to do something absolutely psychotic at the drop of a hat & should be avoided)
dude's probably crying because he thought they were friends til now, poor bastard just had a part of his soul destroyed