Maybe because there is always a clear line? I go from meeting to kissing quite fast, and from kissing to being in my bedroom also quite fast, so there is no small progression, it's meeting, kissing, then we end up at a sex-appropriate place and I go trough it, but I'm incredibly anxious.
By "quite fast" do we mean a few hours, or a few dates? If the latter: You are in fact allowed not to have sex on the first date, or the first time they're in your bedroom. You can go as far as you're comfortable with and no further - and know where you'll stop in advance, so you're not anxious beforehand, and then go a little further on subsequent dates.
Is your anxiety tied to specific acts, or to sex itself? Does it help if I point out that the boundaries of what counts as sex are very blurry, and do your anxieties change if you change what you think of as sex?
If it's worth saying, but not worth its own post (even in Discussion), then it goes here.