It seems you had a lot of crying spells during depressive episode. In depression, one becomes very much sensitive to even minor things around. After recovery from depression, the mood is improved gradually. Many people have difficulty dealing with this New state of mind, after recovery. Hence, you feel like not able to cry, although feeling sad & this itself reflects the improvement.
Next Steps
You should seek help from nearby Psychiatrist asking for medication dosage adjustment, if required & also some psychotherapy intervention to solve your concern & feel as before.
Health Tips
Not necessarily one should cry immediately, when feeling the sadness. This could have been your previous behavior due to underlying depression state.