Baby screams when wake up

My baby is mostly very calm - doesn't cry much, is easy to soothe and is a pretty good sleeper during naps and night times. The only part I'm confused is he screamsssss with his eyes still closed when he is about to wake up at 7am. - I've tried to massage him and doesn't seem like gas - I hug and rock in case he cannot connect his sleep cycles, but cannot be soothed - doesn't seem to be hunger because he usually can't really finish a feed. BUT drinking milk seems to immediately calm him down. Was wondering if anybody experienced or is experiencing the same and have any idea why this is happening? What can I do?