That way when you come off or reduce the medication you will better be able to manage the anxiety.
only masks (manages, controls) symptoms
it doesn't treat the underlying issue(s).
A person's perception of events (and their perceived ability to cope) is what influences anxiety. Along with other things, such as: some medical conditions, caffeine, etc.
If you feel negatively about taking anti-depressants, don't take them. Your attitude, in part, will determine whether they work.