I too haven't seen anything about octopi having adrenal glands but I don't think the fight-or-flight response is totally absent in them. They have a similar response. Have a look -
https://www.quora.com/What-is-the-smallest-organism-capable-of-a-fight-or-flight-response
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Well, I was referring to the fact that the response works differently. Sure, they react to a threat! But it's different from humans. That's what I meant with that line.