Some people experience anxiety because of difficulty with proprioception. They don't get enough feedback from their senses to properly understand where they are positioned in space, so they feel unsafe. Tight clothing and weighted blankets and things of that ilk are bit like turning up the volume on senses so you can get that safe feeling. My daughter likes to do her shoes up so tight that she often breaks the fasteners. If she doesn't she feels like she's going to fall out of them.
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Bwark!