Your baby's eyes should be examined by ophthalmologist.
Absent tears when crying can indicate abnormal position of lacrimal (tearing) gland or obstruction of tearing channels.
Defect in tearing reflex or corneal anesthesia could be the cause, too.
Also, absent or wrongly located hole at the inner part of eyelids, should be checked.
The right answer can be given only by ophthalmologist!