I'm not sure which time zone you're in, but the fact that it's the wee hours of the night is probably a good sign that I should be sleeping, not writing on a work night!
My STBXW takes my KG daughter (1/2 day) on my days against my wishes and then brings her back. She thinks that more contact is good for our kids, regardless. Like you, I find my little girl crying when she does this. I think it is too much for them to go from only one parent to the other parent and then back to a mixture.
One real opposite in our situations...my STBXW doesn't want to even see my face. I'm pretty sure she figures her guilt and regrets are best controlled by intential anger and bad-will. Regardless of why your x is doing what she is, be thankful she's not out to hurt you! To have someone you wanted to love hate you every child-exchange is a nightmare.
In the end, a bit of tears means there's something to talk about...it doesn't mean it's something bad unless there's no one to talk to about those feelings (you). You're D is hardly fresh, but I wonder if kids re-experience it at random times as they grow and develop.
I think you mentioned in one of your posts that your counselor reminded you that your wife's rejection wasn't of the family. I wonder if somehow your kids feel there's a family intact but living apart?
Maybe there's a win-win situation that can be made where you spend holidays together for structured activities? IDK; just 2c.
I am definately shutting this computer off...I'm pretty sure I'm rambling! GN.