Our feelings of pain and pleasure are powerfully associated with current events that are not part of the body. They end up being qualifiers to that subjective event. They act like goal-seeking devices that attempt to match current events with familiar memories. This is a combination of sharpened senses, and heightened attention. If the potential for threat is confirmed, then the stress response produces stress hormones, which in turn cause anxiety.
Stress occurs when the demands of our environment appear to exceed our potential resources.
Anxiety is our response to stress and the threat of pain. It is the mental noise caused by the uncertainty of stress, and thus clogs neural channels that should be clear for data processing. The brain confronts novelty and uncertainty by alerting its stress response. This alertness puts new context around current awareness. The uncertainty of stress and pain is the essence of anxiety.