This is always an interesting subject to me, because I always had the opposite problem. (I'm a woman, because that's probably relevant.) I've had social anxiety disorder my whole life, and, ever since I was a child, my instinctive, biological reaction to feeling anxiety was to cry. When you're a kid, that sort of thing is cute and endearing. As a grown adult, not so much. Particularly when the situation is one that wouldn't bother a "normal" person.
One of the things that triggers my anxiety a lot is when unexpected things come up or happen to me. It can be tough sometimes to explain to your boss why you're in tears because she asked you to work on your day off.