Though, I agree that there seem to be many people who are more interested in coping with (or perhaps managing) rather than changing their anxiety, the approach you recommend isn't going to address all aspects of anxiety.
Thinking and belief related issues need to be addressed from feelings/emotions (e.g. fear). Especially if the feeling intensity is moderate to high. Much like you can't be rational and try talking to a barking dog that is about to bite you, dealing with the fear feeling needs different approach. Yes, I know from personal experience of changing such issues.
I think what al71 is saying (and I could be wrong), is that it is useful to rationally look at at possible events that could crop up before hand, so that you come to some kind of conclusion once in the situation that doesn't trigger the fear response.
For example, lets say I walk into a party without rationalizing certain thoughts (that could trigger the fear response) beforehand. I see a group of people look in my direction and then start laughing, causing me to think something like "Oh, they are laughing at me, probably because I'm awkward, (or whatever)" causing our fear response to trigger and producing anxiety.
Rather, if you had thought of the situation rationally beforehand, you may come to some other conlcusions that don't trigger you to be fearful causing anxiety. Perhaps you consider that there could be all sorts of reasons they are looking in your direction laughing that, from a rational standpoint, don't require being scared.
Perhaps these people are talking about something completely different prompting laughter and just happened to be looking in your direction. Perhaps they are laughing about someone else around you. Maybe you did something funny, which made people laugh and that's not something you should be scared of. Or maybe, you legit did make an *** out of yourself, but in reality it's not something worth being scared of because people have 50,000 a day, and it's really not that big of a deal in the grand scheme if you made an *** of yourself because people's thoughts are going to change to a million other things very soon.
If you had rationalized the situation beforehand, then when it happens your automatic response shouldn't be fear. It should be "well there's a million reasons they could be laughing, none of which are something to be fearful of".
I don't think just trying to be positive blindly about situations works, but usually when someone rationally breaks down a situation they end up at a conclusion it's not something to be scared of.