It's hard to convince people of this if they haven't developed the skill in any context. I was pleasantly surprised to see @brushfoot's comment and reply at the top when I started reading. I didn't realize I suffered from anxiety until a diagnosis in my mid-30s.

I first developed coping skills for work situations in my first internship. Thanks to a great manager who recognized some of my issues and was able to give contextual help. After that my professional life was better, but I struggled in social and academic contexts. Eventually, I started to get the social/relationship part down but only by being forced to because I moved to another country for a job.

Without these events, I'm not sure I'd have developed these skills. I still struggle and eventually pursued medication. I suspect some people have an undiagnosed condition, but the majority have limits to their emotional development, challenges from their upbringing, etc. that are very individual to resolve.

Unless there is some forcing function, I think the majority of individuals will fall into paths which don't help them. Then it's even harder to get onto a path where it's /just/ a matter of "developing skills".