He hasn't built trust with you yet, and is literally trying to flee in fear. I've got one that does that right now, it's the het clown that I got from Adam.

What I'm doing is very short, positive handling sessions. The moment she relaxes for 30 seconds, I put her back up. I'm trying to condition her that when she's calm, good things happen (and for her, a good thing is being gently put back into her enclosure, away from the monster).

Some are just by nature, much more shy and frightened, just be very calm with her.