I laughed pretty hard when I watched Tina Fey's sheet caking skit on SNL's Weekend Update. It perfectly captured the way many of us (at least from time to time) use sugar to calm our anxiety.
The physiology that explains why this works can be found here, but in short: the sugar in sheet cake gives us a readily available glucose source that tells our lizard brains that everything is going to be ok.
What's missing from the skit is the ensuing sugar crash, which can leave us feeling even worse than before.
For a longer-lasting fix to calm anxiety, eat your favorite source of protein first. Then go ahead and indulge in that sheet cake if you still want it. I'm guessing the speed at which you eat - and the quantity you eat - will be less than without the protein. By focusing on adding protein with carbs, mostly complex carbs but sometimes sheet cakes, you can avoid the sugar hangover and not let the stress of the night before move with you into the next day.