Weed evokes in us feelings and thoughts that we aren't aware of even being part of the human experience. They don't teach about these things in schools, most parents don't have personal experience of these things and to top it all, most of us experiencing these things have great difficulty making sense out of them. I would argue that, for a big part it is this lack of understanding that makes us feel anxious. Weed opens doors in your mind, behind these doors are sometimes very complex things, so complex it takes a great deal of time to understand them and integrate them as a constructive and meaningful part of your experience as a human being (after all, you ARE experiencing them). When you open doors at a too fast pace, you get overwhelmed and confused with all the information, resulting in anxiety, fear, possibly anger, all kinds of negative emotions. It's a sign that you should slow down a bit and try to make sense out of what you have learned so far, to meaningfully and rationally consolidate everything.
To make matters even more complicated, some people who open these doors fail to understand what is behind them so profoundly (not their fault though) that they simply don't see those complex things at all, therefore they aren't overwhelmed by them. This creates lot's of confusion when people start saying what weed does and doesn't do.