At the time I was gutted with the lame video for 'Cry'. The whole album may not be his best work, but it did have so much potential.
It seems that Michael Jackson did not want to appear on his music videos that had strong social themes in order for the viewer not to be distracted by his presence.I watched the video one single time and that was it.
But apparently MJ decided the video was better without him, and, thinking on it, it's not so bad. The concept is cool. But If he had appeared it definitely would've validated the whole thing.
This did not happen only in 'Cry', but also in 'Heal The World', and in 'Man In The Mirror' (although in that he appears for a few seconds towards the end).