I've never heard a dojo squeal -- mine never have. Netting them is stressful for them, but as for curling their bodies, are you sure that was fear? Dojos are very flexible little fish and have been known to twist and contort their long bodies every which way, just as normal behavior. As for the sound -- are you sure it wasn't just escaping air? They have a special mechanism in their intestines whereby they can store air and obtain oxygen while out of the water. This is why dojos can survive for awhile outside of water, providing they don't dry out. A dojo which has jumped out of its tank can live for awhile if it hasn't injured itself, or if the family cat or dog doesn't get it, and the owner catches it in time to put it back inside the tank before it dries out and expires.
It could be the sound you heard was the dojo expelling air, and it could have a squeal-like sound to it, much like air escaping from a balloon once it is released.
Watch your little dojo carefully and if it behaves normally and eats well, and shows no sign of disease, it's probably quite okay.