For some reason to access the Crying Sky Shrine in Azteca's Zocalo you need Twin Giants access. Why is that? I feel it makes more sense to just have Zocalo access to enter this instance. Please change it to such. Thanks.
No, you shouldn't need Twin Giants because the shrine instance is in the Zocalo. As long as you own the Zocalo, you should be able to complete the quest.
Forcing you to buy Twin Giants sounds like a glitch. If you had to spend crowns, report it to KI using the contact support feature. Hopefully they will correct the glitch for future players and reimburse you for the crowns needlessly spent.