I figured! It probably got separated from its parents. After all, why else would it cry like this, if it's not hurt?

[Caterpie doesn't really understand the concept of a PokeGear, but understands enough to look into the camera when it hears a voice. Its wailing dies down a little, and it watches Fluttershy's image. It still sniffles and whines "Pie... piieeeeee", though.

Chris, on the other hand, looks both baffled and rather impressed.]