Because of the death of Zack and Aerith, he felt guilty about that.And he's that lonely, anti-social type

It's explained in On A Way To A Smile: Case of Tifa, but basicly he is feeling guilty over the loss of Aerith.

There's a better explanation than Case of Tifa - it's called Square-Enix's marketing. Fans like brooding Cloud, thus the company strips him from a disc and a half's worth of character development in order to cater to consumers with money.

What I believe the reason Cloud was so upset was because of the death's of Aerith and Zack. He couldn't prevent their deaths and was there to witness both of their deaths (if im not mistaken?). I mean being right there and not being able to stop each of their deaths has to have taken an effect on his persona, thus making him upset and very withdrawn from people.

He felt like a failure for letting two friends die, and the fact that the two people who died were romantically involved, he couldn't save Zack and he couldn't look after what Zack cherished either. He felt he let them both down, feeling incompetent and self loathing, like he wasn't fit to save anyone. I think Aerith was meant to be the sacrifice that would cause the sadness for everyone, you don't get something without giving something special in return, no matter the cost if it saves lives. There's always a cost to living with the difficult choices in life.

babble/

Clouds upset because he blames himself for aeris death he said he would protect her and he also promissed it to aeris step mother
He also blames him for Zacks death taking all the glory once he died
let me sum this up you would be upset to let your girlfriend die infront of your eyes when you said you would protect her
just like with luminous arc lucia dies and alph blames himself
its in almost every game ive ever played