Whithout gainsaying Kierkegaard, whom I much admire, I must point out that anxiety is that inchoate space when we are caught betwixt and between a hope and fear: we fear to do badly on an exam where we hope doing well will advance our academic career; we fear rejection simultaneously hoping for intimacy when we anxiously ask someone out on a date; We fear our parents disapproval in our efforts to win their approval; the examples are many.
Between Catholic dogma and the Protestant work ethic, western civilization has been instilled with a loathing of idleness and what C.S. Lewis called the 'the horror of the same old thing.' So I don't necessarily think that 'anxiety is the dizziness of freedom,' I think that anxiety is the electrified space between this view of idleness/horror of the same old thing and freedom itself.