Because it teaches him that if he cries you will let him out. If the pup is new, and is it's first night away from Mom or Litter mates, crying may become excess. Try putting the kennel in the bedroom with you, so you may speak if the puppy cries too much. Some people even sleep next to the kennel on the floor, so the pup can see them, and they can reach in with their fingers to comfort the pup. This is an exceptionally trying time for the new baby.
Patience is definitely in order.
If you get upset, this will upset the pup even more. Some people will take a pup to bed with them if they cry too much. That is your option. It's not recommended, however, because pups usually will then think that if they cry, they can sleep with you. However, sometimes, in order to keep sanity, an hour of sleep together may just be what is needed.