Another way of putting it----------
A young rabbit sees a fox in the field. The rabbit panics. The fox chases the rabbit and actually hurts it. The rabbit survives but is then constantly on the look out for anything that might look like a fox.

What I am trying to say is that once the rabbit has been frightened (fear) then it will probably be anxious because of what it has been through.
Our nervous system does a very good job in looking after us but sometimes it does the job too well!

In my opinion there is usually a reason for the anxiety, but we don't always know why at the time.

Hope this helps.