Emotions as information, not interference
It's common to treat emotions as static: something to get past on the way back to clear thinking. But an emotion is usually a fairly specific statement about what matters to you and how your situation is currently being interpreted, not random noise.
Fear tends to say something about perceived danger. Anger often says something about a boundary that's been crossed or something worth protecting. Shame usually says something about your relationship to yourself and to other people. Grief says something about attachment and loss. None of this works as a rigid formula, since emotions are contextual and individual, but the general pattern holds: the emotion is pointing at something.
What it means for this person, right now
The useful question usually isn't "what does anxiety mean" in general. It's what a particular feeling means for you, in this specific moment, given what you actually expect and what you actually want. The same emotion can carry different information in different people, and even in the same person at different times.
This is part of why therapy often involves slowing down around a feeling rather than immediately trying to fix or dismiss it. The feeling is data. Understanding what it's responding to is usually more useful than deciding in advance that it shouldn't be there.