Anxiety is anxious about possibilities and therefore it is anxious about “nothing”. Possibilities need us to act upon them to make them “something” more; they need free will (within the limits of thrownness) to actualise them. Since anxiety concerns only possibilities we are less anxious when we do something. We may become anxious about the consequences of our actions but we are again concerned only with possibilities.
Therefore, remaining open to alternatives (e.g. “I’m scared I might fall but maybe I can go to the shops today”) reduces fear and doing something (e.g. “I went to the shops today”) makes us less anxious.