So what you are asking is about how the intolerance of uncertainty can lead to anxiety. To answer this question, let’s look at how generalized anxiety disorder (GAD) develops from the intolerance of uncertainty. So let’s say you have worries that something bad is going to happen, you think you are not able to cope, and you can’t stand uncertainty. So these thoughts induce anxiety, where you are fearful, anxious, tense, can’t relax, and can’t sleep.
The anxiety induced by the thoughts then make you want to overcompensate. Because of your intolerance of uncertainty, you try to increase the certainty by planning ahead, making lists, overprepare, overeducate, avoid, or put things off.
However, in an attempt to overcompensate for the anxiety by trying to increase the certainty, your behaviors just maintain your intolerance of certainty, and this continues the vicious, negative cycle of generalized anxiety disorder. So the key to getting better is to change your irrational thoughts, and to change your maladaptive behaviors.
So not being able to stand uncertainty can lead to anxiety, and behaviors to overcompensate for the anxiety by engaging in behaviors that increase the certainty only serve to maintain your intolerance of uncertainty, which just continues to make you anxious.