Maybe it's because of the room temp. is too low.
My Baby cried when I change the diaper if it's cold, he cries also when my hand is cold.
And if the wet tissue is cold, he cries.
He is now Ok as I turn on the heater, warm my hand, and warm the wet tissue before change the
diaper. Try and see if it works also for your baby.
One thing also very important, tell him gently before you touch the baby and tell him that you are going to change his diaper, then he will not be afraid, especially when he's having a deep sleeping.