It is called placebo effect and can be used for anxiety. Anything that works, works even if it doesn't work if you think it works. Akin to OCD. I have a friend whose coping skill is to wipe the anxiety off her body while breathing in a set pattern. It works for her as a distraction mostly but still it is her coping skill.
I suppose using the washroom would be the reason you said. I just wonder if the body eliminates something that anxious people have too much of in their bodies.
Anxiety can be triggered by many things. A feeling in your body can trigger an anxious thought which in turn can trigger actions feelings, these feelings can trigger more thoughts... and then you have a negative spiral. It seems plausible that going to the washroom would relieve a sensation and in turn could stop the negative spiral which perpetuates anxiety. So in sum, your question isn't really that odd. Keep working on the program and these concepts will become more engrained and you will likely have an easier time understanding your anxiety.