We had neighbors once whose son did that every time he went outside. It drove me crazy. The parents ignored it. For all I knew he did it inside the house too. Unless a child really has problems, there is absolutely no reason to put up with a child who screams for the fun of it. I raised one child and she was not allowed to scream at all unless she was in trouble or needed help.
If someone’s kid is outside, I don’t care how loud they scream. I can tune that out.