A crying shame?

[Mahmud]

Test No. incompl/inter-43 "A Crying Shame", question 2

It really is a crying ......... that after all that money has been spent, the project is now being abandoned.

(a) shock
(b) shame
(c) disgust
(d) pity

Test No. incompl/inter-43 "A Crying Shame", answer 2

It really is a crying shame that after all that money has been spent, the project is now being abandoned.

Correct answer: (b) shame

Your answer was: correct
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What does it mean?
crying shame
Thanks

[Torsten]

It's an expression you use when you say when you think a situation is wrong.
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Test Of English for International Communication
TOEIC Preparation & TOEIC Vocabulary