Anxiety means your brain has more of a tendency to worry about potential threats. Possibly because your amygdala are more easily activated. It may just be that, back when we lived in the savannah, being easily aroused by potential threats, and being overly careful, was in many ways beneficial for survival. However, we live in a time of relative safety, and it seems that being someone who worries a lot about potential threats is not generally a useful trait.
I'm not saying that there's nothing you can do to manage anxiety, that is obviously false, but I'm saying there's a strong genetic component, and that judging people who appear more anxious and telling them just suck it up shows a fundamental lack of self-awareness and understanding of how the human brain works.
I have been this way my entire life and as far as I'm aware it didn't come about from some life experience, I think I was just born like this. My mother used to laugh that everything was "like water off a duck's back" to me.
All throughout school and University I never once was stressed about any piece of assessment or any exams. There were a few I was woefully unprepared for and knew I would likely fail, but it never really bothered me. It wasn't that I didn't care, I just never saw the point in worrying as worrying is never going to change anything.
My wife is the opposite. She stresses about everything, many things that are completely out of her control. I have learnt a lot about how to support someone in that frame of mind, even when I don't understand why they are stressed.
This does have downsides. Many people, especially in professional contexts, mistake my stress free and easygoing nature as laziness. I also have relatively low empathy, though I'm not sure if that's a side effect, cause, or completely unrelated.