Well, to say the Doctor had screamed would've implied he was terrified, which he would never, ever admit. Thus, the 'scream' became more of a dignified yell, in his mind and the minds of anyone he might tell a story of his time in New New York to.

It took him a moment to register why he wasn't falling. Why he wasn't already dead and explaining regeneration to this lovely American senator-wannabe.

"We're flying," the Doctor said, "No, no, gravity's still pulling me down. You! You're flying!"

He grinned madly up at Nathan, "Brilliant!"