Why do horses whinney?

Hello horsey people, I'm hoping you can answer my question because just now one of the horses that are kept at our allotments has just let out what I would describe as more of a screaming whinney than a happy sounding one
He was pulling a romany caravan and his tongue was lolling out one side of his mouth as he was being led. 

Are my concerns unfounded?  He seems happy enough now that he'sin his passivity though.

Ours make a few subtley different whinneys really. The first & most obvious is the usual "greeting" one to each other if they have been seperated briefly. The second is calling out to each other when not visually present. Ours can usually be heard throughout a circular 1.5 mile hack route if one is taken out without the other. Another is similar to the greeting but to greet a human and I'm sure it's different than to each other being more of a grunt. The other one I hear all the time is a warning to another horse to "respect their space" and is more of a squeal really. I'm sure there are countless more just like the many meaows a cat makes.