Megan Thee Stallion became overwhelmed with tears after she revealed she and Klay Thompson broke up due to alleged infidelity . According to a video shared online , the “Savage” rapper wiped away tears as fans gave her a standing ovation when she closed out Saturday night’s performance as Zidler in “Moulin Rouge! The Musical.” As a fan screamed, “We love you!” the Grammy winner — born Megan Pete — turned away from the audience, trying to hold back tears. The video prompted an outpouring of support for Megan. Megan Thee Stallion (seen above as Zidler) broke down in tears after she revealed she and Klay Thompson broke up due to alleged infidelity. niquechelle, /instagram The “Savage” rapper wiped away tears when she closed out Saturday night’s performance as Zidler in “Moulin Rouge! The Musical” (as seen above). niquechelle, /instagram “It’s the way you show up even while carrying so much—that’s what makes you THAT girl. You always have a little sister riding for you at dawn.…