Unfortunately, it's normal for small dogs. They have small windpipes, so when they have to breathe a lot (like when they're excited) then they have trouble.

Our dog Cocoa is a Shih Tzu mix and she has the same problem. She also can't be walked on a collar, or she'll cough and wheeze, so we have to use a harness.

If he has a wheeze attack again then try to calm him down by petting him gently, so he slows his breathing, and it'll help him.