It's kind of a freaky sound, yes, but seems to me that we wouldn't react like this if it wasn't called a skull whistle. Like, if it were sculpted like a puppy and called the Aztec Doggie Whistle.

It would be called the Aztec Doggie Death Whistle or similar, because normal doggies don't sound like that at all. Also, the intended targets didn't have chance to examine the whistle up close.