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Your puppy was whining out of fear. Another dog acted in an aggressive manner to your pup. The best way for me to explain how a dog reacts to the world around him is to compare a dog's mental and emotional development with that of a two year old child. Dog's feel pain, they become fearful, they whine (cry) when either in pain, afraid, or they want attention, they are happy when something good is happening, they like to play, but the world to them is a me, me, me, kind of thing. They don't understand the difference between what we view as right or wrong. They don't feel guilt, they haven't developed emotionally to be conscious that they are hurting someone through their actions or be hurt by someone on an emotional level. Dogs deal with and react to the world in a different way than mentally developed humans do when it comes to emotions.
Dogs also are very sensitive to people's emotions. Since they see the world as RubyPitbull explained, they interpret your emotions in the light of how they see things. Be careful how you comfort the puppy. It could see it as rewarding it for showing fear.