I think this is something you need to discus with your doctor. He or she knows best why you're on meds. If they gave you on meds because you wanted them to give you something and they just did the easiest thing and gave you prescription, then there's a good chance you don't need the medications. But if they thought that you could do something bad to yourself and they put you on drugs because of that, then this is a very different story. I bet it was the first thing.
By the way, losing weight could definitely help you improve your self-image and self-esteem. And bad self-image is usually at the root of social anxiety.
Hope this helps.