This is a peculiar response. It is characteristic of other kinds of interactions with the opposite sex where a possibility of rejection exists. Normal men are anxious before asking a woman to have sex with them. With the Narcissist, though, the range of emotional reactions is very limited and underdeveloped. He reacts with anxiety to any situation in which there is a remote possibility that he be rejected or abandoned.
Anxiety is an adaptive mechanism.
It is the internal reaction to conflict. When the Narcissist envies his female mate he is experiencing an unconscious conflict. To start with the object of jealousy is a forbidden one. A feeling of imminent punishment ensues. There is yet another layer, much harder to reach and to decipher.