Sows target spray urine to send a very clear and very literal message of "p*ss off" to boars and other beings that bother them.
If your piggies don't like handling and being picked up, then please read these guide links here. You will find them very helpful as they teach you how you can work around triggering their prey animal instincts in their own language and social concepts, so you do not have to wait until the have figured out humans.
Understanding Prey Animal Instincts, Guinea Pig Whispering And Cuddling Tips
How To Pick Up And Weigh Your Guinea Pig Safely
Who is the boss - your guinea pig or you?
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They are prey animals and picking them up triggers their instincts. It’s better if you use a tube or cuddle sack or similar when taking them out the cage. But if she doesn’t like lap time then don’t force her. Some never will no matter what you do. If that’s the case I would consider not taking the other piggy out much.
The one who sprayed was the one who always seems happy to come out and is super calm but I think it was because I sat down next to the cage and her cage mate was squeaking for her. We’re still being very patient with her cage mate and she is starting to relax more but I just didn’t want to risk having both out on my own incase she did try to bolt! Thank you for all the advice, will definitely have a good read of the guide linked