"They have to." A compulsive nature for this kind of anxiety kind of makes sense... In my mind, this falls into the "things that happen to someone" rather than "things someone does", it's hard to understand beyond conceptually that someone could have compulsive anxiety beyond their control and hold themselves responsible for it.
Now, for the sake of learning through an example, if you won't mind answering. How would one tell a person with this kind of anxiety that it is in fact annoying, but this sense of annoyance doesn't transfer to their person, but is about an inconvenient circumstance, and moreover one is perfectly willing to endure it no problem, but it really sucks not being able to express it? Is it even possible to find a combination of words that won't be heard as "I'm annoyinggg!! Pits of hell!"