I know this isn't a piggy story but this happened a few years ago when my younger brother got a whoopee cushion as a gag gift. Grace was highly offended as you can see.
She also used to act like that around trumpets and trombones. My mom and brother play them so she got used to it after a while but she didn't know what to make of them at first. So she barked her lungs out at them!
What have I learned from Grace? The art of ignoring your offended pet. After a while, they'll figure out you're not going to stop playing your instrument and settle down.