Screaming in fencing (sabre especially) has a long and storied tradition. It's just not a good one.
Basically, in saber, there is something called right of way, which means you have to attack to get the touch (point). For a long time, on the command fence! both fencers would run immediately at each other and try to hit. In order to argue their case, they would then yell at the top of their lungs, to insinuate to the referee that it was their touch.
To get of this, and other things, there was a rule change made in saber that said you couldn't make a running attack. This stopped most simultaneous attacks. They still happen, but there is now far more screaming than actual concurrent attacks, but that is really where it kind of came from.
And there are screams that are emotional release, but most screaming is done for effect.
AF98 - sometimes saber fencer
