Sorry, but nowhere near true. Tom Mix was a silent screen star. Speaking movies began in 1927. I'm 63, and Tom Mix was my dad's favorite Western hero (my dad being born in 1905). Tom Mix died in 1940 (Look up his IMDB bio). Audie Murphy was a 2nd World War hero, and died in 1971.
I don't know where you got this from, but it's not true.
I believe that the funeral where Tom Mix cried was that
of Wyatt Earp in 1929.