In practically every sphere of human activity people are unskilled and get better through practice. Why would handling stress/anxiety be any different?

That one is easy! Stress/anxiety is a condition that makes all kinds of learning significantly more difficult.

A small amount of urgency can be helpful, but ideally it should be intrinsic (i.e. someone screaming at you or giving you letter grades is nowhere near as motivating as feeling that you can almost do it) and it's very easy to overshoot.

OK, but that doesn't answer the question of how to teach kids to deal with stress/anxiety. I agree that placing them under stress/anxiety probably damages their learning. I still think it's vital life experience to gain before adulthood.

Moreover, with no pressure, many kids will simply not put in effort to learn. That something so common sense is now neglected is bizarre.

Good scholastic performance by students in East Asian is not because schools in East Asian countries are low-pressure academic environments.