Human beings are the only animals who can create their own fear where no threat exists. Chronic anxiety can compromise the immune system, lead to high blood pressure and heart disease.
Because fear is a huge stressor. Nature only designed us to experience fear in short bursts, say to run away from a predator. We have not evolved to deal with fear as a constant state. It is akin to running the motor of your car at top speeds while still in first gear.
Somethings gotta give.