Anxiety is part of the LIFT model, used by WiderFunnel and refers to the credibility that a web site has built up with a user. Anxious visitor is less likely to follow a call to action. In order to decrease anxiety web site pages will often use various methods to reduce it, such as security indicators, testimonials and positive user reviews.
Unless there is a specific call to action that requires urgency anxiety should always be avoided. Anxiety can be used to to increase a response rate to calls to actions if it involves some sort of emergency, such as donating to save wild animals from becoming extinct.