This is actually not a cutscene, but towards the end of Duodecim--just before the party goes up against the bosses--there's a little text exchange that's really one of the gems of the game.
At this point, everybody in the party knows they're going to make an Alamo-style last stand and die, but the way they react to it is radically different. Vaan tries to encourage everyone else that they can actually make it out alive and Lightning literally gets violent with him. "I'll put you to sleep myself!"
This caught me completely off guard. Dissidia is a cheap fan-service game. The last thing I expected was a franchise character like Lightning to crack under pressure, but in context it makes perfect sense. I really wish they had made this a cutscene.
