That one's very cool. We've got some different ones, not so large in Idaho. I thought the same thing about the coloration meaning they were dangerous.
Whereabouts is this one from?

Here is a link that might be useful: my bug page with an Idaho millipede

This one is in Colombia.

We have similar millipedes here in Florida. I think most if not all of these types of millipedes use chemical defenses. I've handled some that were quite judicious with using their defense though, so maybe you didn't irritate this one enough! The genus here is Florida is Narceus. You can go to myriapoda.org to find your particular species.

you will want to look specifically in the order Spirobolida