Spock may have been under the misconception that this meant they could not cry (as Federation knowledge of Klingon anatomy and culture were incredibly limited at the time), or perhaps he was just being overly pedantic in response to Scotty's comment that Azetbur hadn't shed "a single tear". It may also have been a comment about how the Klingon response to the death of a loved one is different from what a human might expect.