The answer to this question depends on whether you have debilitating anxiety or not. If you are anxious, then being in the know actually worsens and perpetuates your anxiety. Why is this? Well, as humans, we have an inherent need to know about things so that we can plan for them, and therefore control outcomes.
But when we are anxious, the intolerance of uncertainty becomes anxiety-provoking, and it is this intolerance of uncertainty that actually maintains the anxiety. In addition, we engage in behaviors to counteract the intolerance of uncertainty, such as checking behaviors and constantly researching the question at hand. So these behaviors also serve to maintain the negative cycle of anxiety.
So for someone with anxiety, it is better not to know, unless there is a safety issue. So what do you do when you are anxious, and you have to know about what is going on? Well, you don't engage in checking behaviors, and you try to redirect your thoughts so that you are not as worried.