There are 43 muscles in the face itself that work together to help us emote. When we yawn, the facial muscles around our eyes begin to tighten. This exerts pressure on the lacrimal glands and squeezes them a little.
In response, the lacrimal glands may release a little quantity of water which had been stored to release later.
Basal tears typically flow diagonally across the eyes and collect in a structure on the opposite corner of the eye called punctum.
But when we yawn, this water has no passage to get absorbed, and hence it falls out of the eyes, which is why it appears as if we are shedding tears.
Now if you shed a tear or two while yawning, don't feel like it's a 'miss you' call from your bed; it's just a natural reaction to feeling tired.
And if the next time somebody asks you, "why do our eyes water when we yawn?", don't shy away from sharing the knowledge!