What is wrong with my dog?

I would say yes they are just natural emotional reactions, maybe he was hungry but perhaps the shots put him off and have made him feel down. I've noticed that with a lot of dogs, especially smaller ones can feel depressed or feeling down when they've had something done to them, like had shots, probably just a phase that some dogs go through after they've had some sort of treatment, I'm sure it will soon pass, I wouldn't worry about it but if it doesn't, you know where the vet is, I'm sure they will fix it if their is any real problem with your dog.