This is because, cry out is the human like action.
Wherein, the choices produce and play are more of generalized terms.
When an instrument produces a melody that does not indicate a human action but is merely a result of an action from the user.
And, when you put the word "play" into the sentence, it does not sound quite logical as it seems that the violinist is forcing his instrument to play the melody on it's own. That is technically personification if you look at it from that perspective but playing is simply the process that occurs when the violinist uses his instrument.
