Stress = Compromised Immune System

Although some people may be naturally more susceptible to the common cold than average a growing body of evidence suggests that the ease with which we are infected is directly related to the amount of stress in our lives. People who endure large amounts of long-term stress are more likely to become infected with a cold or flu, and suffer more from cold and flu symptoms.

Ah, so that's the reason. Given the energy it takes to produce and deal with anxiety, stress causing susceptibility to illness makes sense. Of course, the next question is: is it possible to undo?