Why do anxious feelings create the need to go to toilet frequently?

Has to do with your brain and the fight or fight that is going on inside of the persons head this can act in different ways depending on the person dealing with anxious thoughts.

Adrenaline is pumped by the body when you feel anxious, and that puts pressure on the bladder. It's the fight or flight response. It's just a natural body response.

Could be a flight or fight response. When an anxiety-provoking situation occurs, our sympathetic nervous system starts up (e.g. accelerated heart rate, sweat), causing a fight or flight situation, where we either stay still (typically freeze), or run away from the problem. Making your bladder feel full is one way the system creates that 'flight' for you, so you can escape the situation.

Anxiety is more than an emotional issue, it causes physical reactions. Our bodies enter a fight or flight mode and going to the toilet is part of that. When this happens, as hard as it is to deal with, try to cut back on your liquid intake but still make sure you are remaining hydrated. It will eventually even out.

It is part of the fight or flight response of the body that make our digestive system react like that

Our bodies and our psychological well being are tightly knit. Our emotional health can trigger a number of bodily functions as a method of relieving stress, and going to the toilet is one of them, and it is completely normal. Another implication is vomiting. That's why people who are really nervous, sometimes vomit.

The gut is heavily connected with anxiety-like effects, and so the frequent need originates. There are a lot of studies that show the gut-anxiety connectivity.

Its a flight or fight reaction. When you're faced with a stressful/difficult situation, muscle tension occurs at your stomach/bladder, causing urges to make toilet trips.

Anxiety causes our heart rate to go up, which causes our mind to enter that "fight or flight" mode. Because of this, our body quickly tries to evacuate anything that will only deteriorate our ability to "fight" or "run away" from danger; this includes the sudden urge to want to go to the bathroom to empty our body of any waste. This allows the body to feel "lighter" so you can move quickly on your feet if anything was to occur.

Anxiety is different for every person. Some people with anxiety may experience the feeling of needing to go to the toilet, some others may feel like they need to go away and some other may have other experiences. Anxiety is a spectrum.