Actually, you want to know the funny thing about Cloud's behaviour in Advent Children Complete? It wasn't just his guilt over failing to protect the people he cared about. Fun little piece of trivia, since I've pretty much studied the character and the lore front and back,
After Meteor fell and they defeated Sephiroth, Cloud started over with Tifa in the newly established Edge. Eventually he found his own way in life as to run a delivery service to help the bar and bring in more business. Everything was going pretty well for Cloud, until he got a delivery request from Elmyra (Aerith's adoptive mother), to take a bouquet of flowers to the Forgotten City where Aerith died. It was this moment that put Cloud down a slippery slope, he started drinking more and became closed off from his family (namely Tifa and Marlene who was with them while Barret was out discovering better sources of energy to replace mako). But something happened! Tifa actually talked with Cloud about it, he confessed about being unable to bring back the dead and how Zack and Aerith's deaths weighed heavily on him.
They talked it out, Cloud actually MOVED ON (or so we thought he did) from this and went back uphill in life! Eventually he took Denzel in who he couldn't help but feel partially responsible for with how Meteor destroyed Midgar. It was around this time that a mysterious disease was plaguing the Planet (primarily, Midgar and surrounding areas). Geostigma, the corruption left behind from Meteor and Jenova/Sephiroth's influence to be precise. People were dying on the streets, and Denzel turned out to be infected too. So Cloud sprung into action, started to do research on the human body and on ways that this Geostigma can be cured while balancing work, fought so hard to find a cure for Denzel. So what happens despite his efforts?
Cloud gets infected with Geostigma too. That's why when Denzel was like "Guess I was the last straw..." in the movie, that's because it was that moment where Cloud broke. How was he supposed to help his family and friends if he couldn't even help himself? It also brought back that past guilt over Zack and Aerith he thought he'd overcome. He's only human, despite being kind of a monster beneath it all thanks to all those experiments that were done to him.
"I just thought... I couldn't care for myself...let alone anyone else."
Thus we get this 'emo' Cloud in Advent Children.
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It's stuff like this, and how Cloud was able to come back despite it all, stronger than before after having to put up with SO MUCH CRAP in his life? Is why he's my #1 favorite character in all of fiction, and my fictional role model (real spot goes to my late Dad of course). Cloud shows signs of weakness, being vulnerable, struggles like anyone else, but decides for himself in the end to try, and when he tried, he won.
He's not perfect. THat's why he's so awesome to me. Anyways, that's my little short version of explaining why Cloud got the bad 'emo' rap afterwards. Lastly? In Dirge of Cerberus? We can see the fruits of his labor after overcoming what he did, being more upbeat by comparison to before and coming into his own self. He wasn't some mercenary, he wasn't some Ex-SOLDIER. He was a goofball named Cloud Strife.