First, on page 310 of the Andalite Chronicles, Elfangor notices warm wet liquid on his cheeks when talking to the Ellimist. He says, "Tears. A human thing."
And I swear in either that book or another Ax or Elfangor says they cried inside, as only Andalites can do.
Oh yeah, Steph, I looked it up! Nerdy, or just plain sad? XD