I haven't seen Jay crying over bad comments and marks - even though he's had a few (a lot more than Helen), so not sure where he has been excused for being emotional 
Helen seems to cry for a dance not being praised as much as she'd like - even though she gets good marks for all her dances. Not that I'm having a go at her - I can actually quite understand how all of them are on a rush when they have just performed - live performance does make your emotions bubble to the surface - and that might mean tears or inarticulacy in Jay's case when he's interviewed. Give them all ten minutes and I'm sure they'd be fine.
Harsh to be judged on a reaction to having just one something you have put a lot of hard work and effort - if it goes spectacularly well or spectacularly badly your reactions do tend to be a bit out of proportion to the actual true importance of it all !
I think Jay has managed to remain reasonably dignified and taken criticism well, even when he must have been feeling quite vulnerable - he had just suffered a family bereavement the week he did his foxtrot - which was a torn to pieces by Craig - but he held it together.
I think he brings out the maternal instinct in those of us who have DS's with ginger curls 
red heads get a lot of grief growing up, - nice to see someone doing it for the gingers 