I have just taken a position with a company (4 weeks ago) and this is my first opportunity to work on a Zeiss, also an Eclipse with USoft 9.04. This has happened to me at least twice while I have been working on layouts. As I understand it is a safety built into the machine, it is just a purge that Zeiss has put in as safety measure against moisture.
To eliminate the noise in the lab have someone run the line out of the lab or have a "muffler" or baffles put on the end of it to deaden the sound. It does not affect measurements being made while this happens.
It did happen to scare a QA tech who was working beside the CMM so bad that she had to go sit in the ladies room for a half an hour to calm down, quite a laugh out of that.

Duane Wade
TeleFlex, Inc
Kendallville, In