I liked this moment, but I've always felt like the emphasis on James was over-exaggerated.
I think it makes a nice story that they were upset for James because he was such a great guy. And while I think they felt bad for him, I think they were all feeling pretty stressed about the situation and for their own sake. Plus I only spotted Debra shedding any tears, though maybe Lorraine did too behind those big glasses.
I think the only one who was actually close to James was Yasmina and she seemed to be coping pretty well. I'd hardly expect Debra or Kate to get that sad about James being fired since they didn't seem to rate him very much and expected him to be fired long before then. Hard to tell about Lorraine but I don't remember seeing any signs of a relationship between her and James.
I think James's firing simply brought the realization that they are going to be ruthlessly scaled down to 2 finalists.
I wonder if any of the 4 females have commented on it since to clarify the reason.