Hello I am also a very anxious individual and I've been where you are and can empathize with your situation.
I have just recently started writing online, here on HubPages and have found it to be very cathartic and anxiolytic. I write about topics which deal with emotional issues and you may well find these useful - I am not trying to blatantly self promote (i HATE sales) but from your question and having just seen the things you write about such as the manufacture of religion, existentialism and neuroses you may well find something of interest in my writing.
In answer to this specific question - the reason you want is because you feel a lack within you - this probably stems from feelings of inadequacy or trauma you have suffered in the past - wanting now is simply a sign that you are trying to fill that void within. You state that often the things you want are those that others have - this is probably indicative of you comparing yourself to others and evaluating yourself negatively as a result.
I could go on but I'm tired - I've been up all night anxious - I get neck pain too along with chronic tension headaches.
I couldn't resist a last sentence:
To stop feeling anxious do 2 things - uncover the root issue (the thought) and secondly accept the feeling this elicits without fighting it. Through acceptance and awareness of how you really feel you will free yourself over time. Wanting is simply a symptom not the root - by hating your desire you achieve nothing except rejecting that part of you instead of integrating all aspects of who you are.
I gotta go now. Stay well and be good to yourself.