Crying during changing

First time mom here and this may be a silly question but is it normal for a newborn to scream bloody murder during diaper/clothe changes? We've bought a wipe warmer which has helped a little bit, but the baby acts like we're torturing him.

He also does this anytime we have to change his clothes. I thought it was his exposure to the cold makes him uncomfortable but if you're not messing with him he is completely fine. And bath time is a delightful experience as well.

I do understand that babies will cry when uncomfortable but not necessarily in pain, I'm just having trouble distinguishing between the two.

I just want to make sure this is normal and not something that needs to be brought to the pediatrician. Thanks!