I've been thinking about this one since you posted it, because I think it's an interesting question. I generally agree with Dr. Phil on this one - with the exception of depression, I don't think people choose or control depression. But anxiety I do think maybe he has a point in terms of "payback".
Here's my take on it, at least for me personally: I need to be and always have been, IN CONTROL. I almost never as a youth and certainly never will now get drunk, because it makes me feel out of control. I tried pot a few times in my late teens, but couldn't stand being out of control. I fear meds incase they make me - you guessed it, out of control!! I have struggled thru a difficult childhood of poverty, a totally dependent mother, putting myself thru university, making a good life for my kids, all of which required total dedication and control.
So - I think I have developed health anxiety - not intentionally, but unintentionally - because it keeps me in control (I know this sounds backwards, and it is). By watching acutely for symptoms, googling them, researching them, checking with doctors, assuming the worst, I am essentially trying to stay in control of the most 'important' factor in life - death. If I make sure every headache and cough and leg pain is analyzed and checked over and over, death will not win. I will find the illness first, get cured, and beat death at it's own game. My fear of death leads me to try and control it, the same way I have controlled all the other factors in my life. So the payback is control.
Of course, the irony is, once you fall down that slippery slope into a full blown anxiety disorder, you are no longer in control of anything (or at least you feel you are not).
That's my psychoanalysis for the day!! Thanks for the interesting question!
