I’ve always had the impression that he’s screaming to drown out the sound of someone or something else. Sort of a darker version of sticking your fingers in your ears and going “La, la, la” I can’t hear you!"
Heh. I always imagined he was shouting “Calgon! Take me away!”
I’ve always thought he was screaming in horror, but maybe just very briefly. Something like “Oh no, I lost my wallet! AAAIIIEEeeeee!!! … Oh, wait a minute, here it is. Nevermind.”
I always thought the two figures in the background were trying to get him, and he was screaming because he couldn’t escape. Maybe there are two other people on the side of the bridge that we can’t see from this angle, and he’s surrounded.