The only way I can imagine that an anxious person would handle panic attacks better is that they would know what was happening to them, and the experience wouldn't push them even further.
I once had a panic attack (eh, don't ask, bad situation) and I actually thought I was going to die. It was really scary. I had no idea what it was, so I thought I was poisoned or having a heart attack, and I think that made it worse.
If I had experienced it before, I would have known that it was just a panic attack, not death, and it probably wouldn't have lasted as long or come back.