I read in one of my (many) self-help books that one reason this happens, (there could be many reasons), is that the anxiety itself is unresolved.
However, we "resolve" to having the anxiety in a certain body part, and the anxiety loses its power. We win. But because the problem isn't resolved, it wanders around to find a new home in another part of our body because it's trying to get our attention....wanting us to pay attention.
Anxiety can be a sneaky little bugger!
M.