Agoraphobia & Social Anxiety Support Group
Agoraphobia is an anxiety disorder, often precipitated by the fear of having a panic attack in a setting from which there is no easy means of escape. As a result, sufferers of agoraphobia may avoid public and/or unfamiliar places. In severe cases, the sufferer may become confined to their home, experiencing difficulty traveling from this "safe place."
and yes, from a personal few...not having sex, CAN cause anxiety.
you slowly go insane from lack of communion with another human being and can get very very lonely.
this is of course MHO...and also, usually can happen to folks who have had long term intimate relationships with one person (usually a spouse).
of course i don't know if there is any scientific or psychological research on the subject, i'm sure there is somewhere---i speak of personal experience. my wife passed over a year ago, i have been alone since and though i already had social anxiety, it has gotten worse, depression has gotten worse and being lonely really can cause mental issues, anyway.
it's more like an absence of intimacy with another human being, we ALL need it to survive life, whether that intimacy includes sex or not.