Vet diagnosis: Dramatic?

So, Adalwolf went to the vet recently, and all went well, but the vet said that he is dramatic! lol. I knew he was a bit on the drama-queen side, since he yelps if he just thinks you are about to step on his foot, but to have a vet say it just makes it that much more strange!

He was absolutely fine getting his shot when he couldn't see the needle, but anything else that was in his line of sight, and that he didn't like, he was a complete baby over.

Do you guys have 'dramatic' dogs too or is this just an Adalwolf special?
Should I try and help him get over it, or ignore it?
Its pretty funny most of the time, like when I accidentally stepped on his foot and he limped over to me like he would never be able to walk again, until he saw I was about to open the door to go outside, and then he ran out that door and completely forgot about his foot, which just moments before was most definitely broken and needed instant attention and sympathy! lol.

However, my sister (vet tech for a long time) said that dramatic puppies can sometimes become nippers later in life when they are stepped on/accidentally hurt , so should I be correcting his behavior somehow?

Sigh...he sure is a goofy little drama king though, and I sure do love him!