Yes. Dorfl smashes the treadmills and frees the animals, but doesn't tell them what happens next. They are terrified of freedom (as we can see in the scenes with Fred Colon), which is similar to what happened to the people after Lorenzo was decapitated.
It's appropriate that Dorfl should have this discussion with Vimes. "Welcome to the world", etc. It is indeed (or can be) frightening to be free.
It's one of my favourite Discworld books.