Empathy trains the amygdala. So anything that causes anxiety in an empathy-trained amygdala 'originates' somewhere else, probably via modulation in parts of the CNS that deal with the specific stimulus that causes the impulse of fear which manifests via stress hormones and responses of heart, lung, neurotransmitter producing organs that cause muscle tension, (loss or gain of) clarity and sharpness of vision and so on.
So your brain perceives something. Or your body does. The effect is near instant. What do studies say about small and big amygdala people and speed of stress response in CNS? I'd have to check ...
I have doubts that a person with imaginary self is capable of understanding another being well enough to be empathetic. I could perceive that the empathy the anxious one is declaring is a rationalization to enlist others in the promotion of the imaginary self.
Warning my only training in this area is life experience.
You are surrounded by people with imaginary selves, usually no more than one or two selves, so it's not really pathological and no cause for worry. And we all enlist others in the promotion of the in-group, which is an agreed upon imaginary construct we call collective.
And you are correct: most of 'them' have no empathy, most of them don't understand other beings well enough to be empathetic. Think productive people and hustlers and low earners who watch more TV than they learn after work.
But anyone understands their perceived kin. Even if the kinship breaks. Which brings me to
THE dominating and least perceived anxiety: will they betray me?
My partners, my colleagues, my wife, my customers, my boss, my government, the person I'm having a random conversation with, the producer of drug xyz, that salesman, my ISP, that news anchor and all of the individuals involved in those teams that make up departments and whole corporations and institutions. Will someone fuck up? All of that causes a build up of stress and, once the individual threshold is reached, anxiety.
But the average threshold is hard to reach because of defense mechanisms and compensations. Thus the amygdala gets trained and well nourished while the modulators loop through rollercoaster after rollercoaster.
Developing response from stimulus in one environment and blindly applying it in other circumstances I see as dysfunction.