I'm like that with books. My mom gets scared how emotional I can be with books, actually, but I think its amazing. Sometimes it can shatter our hearts but it's still a unique experience. As you said, with the benefit of not having consequences.(For more emotional wreck, read The Fault in Our Stars, just saying)
Oh goody, tear jerkers! I'll check it out, thanks! I think it's pretty amazing too, and I think reading is such a great outlet for emotions...so awesome!