I don't know how widely this applies, but sometimes undirected anxiety is harder to deal with than being worried about a specific thing. And if you're going to be anxious no matter what, then external circumstances might not affect the intensity of the anxiety as much as would seem logical. So it's possible that some people have benefited from having a very concrete threat to focus on, and relatively clear steps to minimise the risk.

(I'm not trying to push this too far: I assume it mostly applies to people who have enough control over their lives to take the necessary precautions, and who are fortunate enough that the threat to them and their loved ones remains a possibility rather than a tragic reality. And I know that the exact opposite can happen: sometimes external threats just multiply the pre-existing anxiety and make it even harder to cope.)