Our brains/minds have default states (plural) that we tend toward for a variety of reasons—pleasure, boredom, habit, even a systems checkup.
Default states are generally based on instincts like hunger, sex, fear, love, anger, disgust, humor, aesthetic joy, etc.
Humans tend to dress default states up. Instead of just eating something when hungry, most of us take time to prepare something good or pay someone to do that for us.
Everybody knows what we do with sex. Love, anger, hate, humor, disgust, fear, curiosity, thoughtfulness and so on are not very different in the many ways we dress them up.
Anxiety can be usefully understood as one of the default states of the brain/mind/body.
Anxiety is based on fear. We need this state in its basic form. If we are attacked by a wild dog, we need to be able to dump adrenaline and cortisol into our system quickly.
In many cases, though, anxiety takes on a life of its own and arises even when we are not in real danger. I think this indicates a default state that we can become habituated to in much the same way that we can become habituated to overeating, drunkenness, hate, anger, or unreasonable trust, love, or desire. Additionally, some bouts of anxiety can be understood as the system simply running a checkup.
People watch horror films because we like feeling afraid. It focuses the mind. We take risks because risks make us feel alive. Like horror films or danger sports, risk-taking focuses the mind.
Anxiety also focuses the mind. I think we like this aspect of it in many cases. It stimulates the brain and body, providing a level of clarity that feels very good, especially if we are hanging from a rock 500 ft above the ground.
Sometimes when we feel anxiety we can go out and do something, go running, ride a motorcycle, go surfing. When we do something that requires high levels of mental focus, we use our anxious state for what nature “intended.”
For myself, I notice that thinking about anxiety helps me put it in its proper place. I also notice that something unexpected—a health scare or good news—can immediately change my mental priorities, greatly demoting anxieties that had seemed so real just moments before.