Repeated post:

As for headcanon, I think Cloud’s reacted to Tifa’s injury has some sort of denial going on (dunno how to put it in words.) Look, your idol became insane and burned your whole town killing your mom and he slashed your long-time crush, I think Cloud is saying to himself “this can’t be real.” Sure he might not be crying or shaking when he held Tifa, but his rage prompted him to defeat Sephiroth when he can’t.

Say he’s angry on everything and Tifa’s not special. But what did he say? “Mom… Tifa… give them back…”  Look at it- Cloud, that mentally weak grunt who didn’t make it to Soldier, has motion sickness and even too embarrassed to show himself to Tifa took Sephiroth’s stabbing, lifted him up and tossed him into the hell hole!

Do we need crying and shaking and dramatic words here? Nope, it’s not the only way to convey your feelings ;)

And more, fine, think Zack isn't important to the plot but he's important to Cloud. Forget Zerith and the whole LTD nonsense that Cloud is Zack's replacement goldfish for Aerith. But Zack/Cloud should not be ignored. Even at the OG, Zack was extra nice to Cloud on the way to Nibelheim, Zack and Cloud were exchanging scratches inside their capsules planning to escape, Zack doesn't need Cloud to escape but he carried him all over the world and never left him when doing so would have given him a better chance to survive. (Note that Zack died fighting for Cloud but it was more of destiny and luck that actually saved Cloud.)

Cloud wailed at his death, adapted his persona. He's mentally screwed up when Zack died, partly because of Jenova cells. That's the worst reaction to one's death in in FFVII, it may not be emotional but it's certainly damaging and this haunts him as much as Aerith's death haunts him.

But does that prove that Zack is more important than Aerith or Tifa? Nope. And does that prove that they have romantic feelings for one another? Well, some fangirls insist... Would his dramatic words to Aerith when she died change the fact that Zack had done so much to him? Was Cloud such an ungrateful friend because he reacted differently at their deaths?

And look at these differences:

Zack's death: Cloud is mentally incoherent and he saw Zack already dying and on the ground. Jenova cells were screwing his head afterwards. Could he have helped him? Nope. He can barely move and needed to crawl into the mud. There was nothing he can do to save him from death unless voluntarily die so that Zack can escape. But he can't and suicide is wrong because that shits on everything Zack had done for him.

Aerith's death: Fully conscious and coherent but can't control his body, Aerith is there alive, smiling, then Seph comes down without warning and stabbed her just in front of him. Could he have done something? Yes! It was "his fault" that Aerith left the party and HE'S THERE IF HE COULD HAVE JUST USED HIS BODY TO SHIELD HER BUT IT WAS ALL SO FAST.

Tifa's apparent death: She's already there lying on the ground and can still murmur= still alive. Could he have done anything to save her? Nope. He was powerless to stop Sephiroth in destroying Nibelheim and he was just on the ground groaning when HIS OWN HOUSE BURNS DOWN WITH HIS MOM. It was AFTER everything, after he saw Tifa that he was able to defeat Sephiroth.

Different circumstances indeed that's why it results to different reactions. I say we do not look at just the reaction and the words, we should look at the whole picture.

And here is another comparison

--WARNING: SPOILERS FROM TENGGEN TOPPA GURREN LAGANN it's one of the best animes so please be warned. I omitted the names because I don't want to spoil it but if you have watched the anime go ahead. If not, please be warned. ---

This guys lost a very important friend and this is how he reacted:

The following 2-3 episodes (a week or more in their timeline) he's so depressed he can't function well in the group and he wore this expression.

And then he even confined himself in his room to carve his beloved friend's face at rocks

Of course this character moved on with tears and became one of the most badass characters in history. And even when his friend died, he utters his name almost every episode and until the end his memory is so cherished.

Proof of romance? NOOOOOOO I HATE THAT SHIP WITH PASSION

And then this guy fell in love with a cute girl whom he will be with for seven years. SEVEN, that's a long time! They are even engaged!

And when he found out she's gonna die:

And then when she finally dies:

After that scene he was smiling and wanted to cherish her memory. Also, this guy, 21 years old like Cloud, became a hermit and traveled the world to honor his wife's wish to plant flowers all over the world rather than live with a woman and raise a family with her. See the difference?

"But he's apparently more agonized in his male's friend's death."Does that mean he loves his male friend romantically and his wife is not as important as that fallen friend? LOL no.