I am not sure how to word this but I think there is a distinction between the anxiety experienced during the current pandemic and a more extreme 'high cortisol' 'high adrenaline' stress.
This would be the type of stress you would experience if someone threathened you with a knife or a gun on the street. The problem is that a lot of people experience a very similar hormonal response but induced by for example being berated face-to-face by an abusive employer or getting into a near confrontation with someone in traffic or public transport.
The anxiety you describe is indeed 'stressful' and arguably we all have different experiences but I would speculate that if you experience anxiety about the current situation but in the confort of your home and with all your basic needs met, than perhaps that will still generate less 'hormonal' stress levels than the face-to-face interactions associated with some workplaces, commutes, etc.
People are changing interpersonal work stress for interpersonal family stress which is itself magnified by the circumstances, plus the stress of a pandemic.
I have no idea what the cause could be, but to argue that "premie births are down because stress is down" can't possibly by tested right now, when stress is at an all-time high.