anxiety in the sense you're talking about is a function of private surveillance and in that regard America is much worse. State led surveillance in Chinese public spaces is real and effective in producing compliance (20 years ago public theft, pulling people off motorcycles was a daily occurrence) but in private China is a significantly freer society.

Foucault used to distinguish between models of authority that operate on "make die and let live" vs "let die and make live". China's the former, the US with its moral busybodies both in progressive and religious flavors the latter.

The US now is a society of public disorder and personal policing, China is a society of public order and largely indifference in private life. Of course the former creates anxiety. American Beauty, a film about permanent surveillance without any state, would make no sense in China.