I think it can come from a lot of things, and not necessarily mental illness by default.

Like desires for relationships, community, belonging, sense of identity, being a part of something you feel is greater than yourself, a sense of purpose, trying to make sense of life, etc. And all of these possibilities in addition to maybe simply wanting to explore the concept of spirituality and see how you personally define it.

If you grew up in a community with a dominant religion, then your mind might drift there first in pursuit of ideas and inspiration. I grew up in an Evangelical environment, so the first thing that pops into my head when hearing/reading the word "religion" isn't material from Hinduism. When I hear/read the word "spirituality" the first thing that pops into my head is concepts derived from my childhood upbringing, such as souls, demons, heaven vs hell, etc. Even if I know that there can many more options and interpretations, my mind starts with what it knows.

I think the only red flag you mentioned is the anxiety. There is good and bad in life, which to me would indicate that there ought to be good and bad angles in concepts like spirituality, not just a sense of impending doom and anxious feelings or intrusive, upsetting thoughts. So my personal opinion is that it's best to focus on that aspect of what is going on. You may or may not one day take a strong interest in spirituality, but

- Constant, Frequent and/or Intense Anxiety
- Feeling In Danger
- Feeling Guilty or "In Trouble"
- Intrusive Upsetting Thoughts

And so on are an issue no matter what the topic at hand is, be it religion or anything else when you are trying to get through everyday life.