Basically, anxious people respond faster to potential threats. They have a longer flight threshold -- they'll flee from danger while it is still far away. These are the people who are getting the hell away from storm-wracked coastlines now, while there is still time to evacuate safely; rather than several years down the road when another megastorm hits. In an evolutionary sense, it's good for a population to have anxious (threat-avoiding) and bold (resource-grabbing) individuals to maximize survival chances.
The problem, of course, is that modern society doesn't respect flight thresholds. There's little if any safe space. So there's no way to turn off the anxiety by moving away from danger, causing it to intensify, which turns it from an asset into a disorder. It's not the trait that's the problem: it's the environment. We've built one that isn't actually very good for humans. :/