Hedgehog in 'shutdown' mode?

Hi, so I just got my first hog of around 4 months old a week ago. While it is very far from tame (curling up and huffing at the slightest disturbance), if I could lift it up, it would generally not curl up on my hand and would crawl up/down my hands and arms exploring. Yesterday and today, however, there would be a point when if I pick it up the wrong way (or whatever the trigger was), it would enter some kind of shutdown mode and wouldn't uncurl at all even if I put it back down into its cage. It also wouldn't huff at anything like it usually would. It did eat and run as usual last night and I could play with it today until it shut itself down like yesterday again. I really can't find any info online about this behavior at all so if anyone could shed some light that would be really appreciated.