Because of the strange coverings, the bound hands and the seemingly tortured expression, experts theorized that the body (creatively named Unknown Man E) had been poisoned, buried alive or otherwise tortured before his untimely death. Now that we've done extensive studies on mummification and seen quite a few more intact examples, however, we understand how silly that theory was. Not because the "screaming mummy" was just a fluke, but because they're all screaming all the time.
Or having the most horrific orgasms known to man.
If the jaw isn't strapped shut when a body is mummified, it naturally falls open during the process of decay, leaving a permanent "scream." Most modern burial practices account for this -- the ghost of Jacob Marley, Scrooge's business partner in A Christmas Carol, is always shown with that weird headband/chinstrap for precisely this reason. But not all cultures take closing the jaw into account, or sometimes the knots tying the mouth shut just slip. That's why, since Unknown Man E, there have been several more "screaming" mummies found in various digs all around the world.