No. Speaking as someone who's always struggled with some anxiety myself..? I think it's partially due to bad past experiences, but also partially due to actually being MORE sensitive than most people! I don't know if you've heard about this "highly sensitive person" thing, and whether or not you even find it a useful concept. I guess some people do, and some people don't. But I know personally..? I've always tested as HSP. As does my mom. And my sister. And I wouldn't be surprised if my dad did, too. It often runs in families.. And there are also a lot of good things, about having heightened sensitivity! But being that you absorb more..? You also have a lower threshold for anxiety and stress, in my experience.
I have never been severely, clinically depressed, but I know a bit about it. And I know people who have been. Including my grandma, for a HUGE part of her life. (She's doing good now. <3) And possibly my sister, to a somewhat lesser extent, at one point. And I'd say, with that too, it seems like they are often people that are more sensitive than others. So that they can't as easily just shake off everything that life throws at them.. It gets to them more! But I think also, it's just a fact that some brains produce more happy juice than others. Which, I feel personally..? I've been quite blessed in that department. Although I also have my bad days. So.. it's part neurology, part life conditions, in my opinion.