In my personal experience goth people just enjoy all parts of life a bit differently. They embrace the darker, more macabre aspects a bit more than most people and I think that is very healthy - you don't always have to fight through the bad times if you can appreciate them in their own right.
Trigger warning for the next paragraph (although I feel like in a discussion about emos this should not come as a surprise...)
Emos are perhaps a different story. For others it might seem weird but there are people who are just more emotional (thus the word "emo") and have a much harder time dealing with the bad parts of life. They feel everything more intense - the good and the bad. And it might just be easier to deal with physical pain than emotional pain sometimes which is one of the reasons for self harm. Sometimes this hypersensitivity can get better with therapy or mental exercise or just getting used to it and learning to deal with things like panic attacks, but sometimes it just won't work. Sometimes music can help (even if you might not call that music), sometimes a different way of expressing yourself can help, sometimes just knowing there are others out there who are dealing with similar issues and being part of a community can help. So, as long as they're not bothering anyone else, I say just let them do whatever they need to do. I'm sure you have experienced that sometimes crying can be a good thing and actually help you get over loss or unfairness - that's why babies and kids do it, afterall. It is certainly a healthy attitude to just accept bad things, shrug, and keep going because you know it'll probably get better again. But not everyone is at that stage or can perhaps ever be. Some people need an outlet of some sort and identifying with the "emo culture" can be one.