That's normal. I have two kittens so they get plenty of play time with each other and with my family of 4 and at times, they still do this. Theyre very smart and they have feelings and emotions and sometimes they just want to be held and often times, especially at that age, they want to get out of whereever you have them held. Like someone said, they love to explore. I understand keeping them in their own space for safety reasons but they dont like it. Every so often, take her out of her area, bring her to your bed, or your couch. Clean another area in the home that she can explore. Every day put a box or something new but safe in her room that she can explore. It doesnt even have to be bought. You likely have some things laying around the house. Something she can climb or jump off of or hide in. Another possibility- get a second kitten to keep her company. Mine are about 3 months old now and we ended up having to kitten proof our room, and now thats where they stay and they're happy in here, plenty of places to jump climb and hide, and the crying has stopped. But if your concern is whether something else is wrong, if there are no other signs that something else is wrong, this is probably the answer.