1. An icon is a spiritual representation of God, Angels, Saints, and whatever other realities it may include (such as Uncreated Light, nature). Icons are not simply portraits or pictures. They convey a spiritual (unseen) reality. If we look closely at an icon, we will see that they are unlike any other representations in the world; they are very different. They are meant to serve as windows to Heaven, to the transcendent. That's why they are so scared and important.
2. As I said, because they are holy representations of holy people or realities. Furthermore, icons are not conceived by anybody, but they are transmitted directly by God through Saints or Angels.
3. In a way, icons are objects. We do not worship or venerate the icons themselves, but God, the Saints and the Angels who are represented in the icons. Sure, because icons carry such a holy and heavy message, they become holy objects themselves, but we must not understand that people worship or venerate the icons themselves as if they are idols. Icons can cause people confusion, if they are not done properly, or if they are misunderstood.
4. I have not seen this miracle, but have heard about it. You might have figured by now that it is not the icons that weep, but the persons represented in them that do. They weep because they are sad about things not going well for us, or perhaps because we sin too much. You might ask why don't they come in person and weep? Sometimes there are direct apparitions of Saints, Angels or even Christ. Why they decide to do it one way or another is matter of how God plans things for us.
