Maybe it means that you feel like he betrayed you in some way.
I have never woke up crying from a dream, but i do have this really horrible one. I
am in a long distance relationship and i only see my boyfriend twice a year, though we spend a month or two together at a time. But then when he leaves, literally after every freaking visit, at least once i bolt upright in the middle of the night thinking he is still there with me. I get all confused wondering if he has gone into another room, and then i realize "oh yeah, he went back to england." it sucks, happened to me last night actually.