Hi skysblue,
I experience this sometimes as well. I think it's because there are a lot of similarities between fear and sexual arousal. Like release of adrenalin, your breathing gets faster, pupils dilate, increased blood flow etc. I'm not entirely sure about why, but i know it has something to do with activation of the sympathetic nervous system (the one that induces the fight or flight response)
i've had similar experiences when i've been worrying about an exam, so i think it's pretty normal. although potentially awkward if it happened during an exam