There is a thing called boundaries. He must learn what they are and that he has to conform to those.
There is such a thing as indoor voices and outdoor voices. He needs to be taught what that means and he will need consequences that are appropriate to help him understand how important and needed boundaries are. He cannot go to someplace that requires him to be quiet and he have no idea what that means and how to do it. If he was to go to church and they were having a quiet sermon and he decided to start banging toys and screeching obviously you would have to take him home and stay there.
Not only would you be cutting yourself off but he will suffer if he can't fit in with his peers. They are learning to be quiet and notice what is going on in their environment so they can do the same. Obviously you learned this as a child, you probably don't go to walmart and sing at the top of your lungs and dance around while shopping...lol.
It is not curbing his enthusiasm it is teaching him to pay attention and observe his environment. If you lived in the country and had 10 acres between you and the neighbors you would still want him to learn that inside is different than outside. Even in the car, the kids have to use indoor voices.
Our 4 yr. old his huge lungs and screams loudly. We stop the car, get out, leave him in it, and start having a good time and ignore him until he is calmed down. He wants to get out and play with us but he has to learn that screeching and yelling is not appropriate in the car. It can make the driver distracted and have an accident.