I'm not an anxious person but I understand that when you are anxious it takes the better part of you, anxiety has a way of keeping you from taking risks and there by making you miss opportunities though I feel like being anxious about something saves you from doing the wrong thing like making decisions that could make you lose money in gambling. Yes, anxiety have an effect in gambling and when ever I'm anxious about playing a game (I get anxious about a game once in a while)I leave it for some and give myself time to cool off and reflect on the decision I'm about to make before I play my game again.
It's good that anxiety works for you in a way you avoid the object which causes anxiety on you, instead of going for it until the last consequences. It helps you avoiding risk when you aren't in rational conditions of taking such risks. If anxiety worked that same way for everyone, it would be a positive trait to get away from potential dangerous situations. However, since we are subjective beings, anxiety will work in different ways for each individual.
Therefore, it can become a serious issue when anxiety leads to impulsivity, as the gambler will start placing bets without thinking carefully on the possible outcomes. The desire for profit at all costs added to anxiety may have disastrous consequences.