Yes, cannabis (and many other substances, like alcohol, cafeine, cigarettes, etc.) can affect symptoms (emotions!) both positively and negatively, depending on the mood you're in already and the strain of cannabis involved.
Anxiety is definitely involved in this. Certain strains of cannabis can elevate anxiety, while others don't or even dampen it. If you want to use it anyway, go for CBD strains as research clearly shows that a good amount of CBD reduces the risk of getting anxious from THC. There are also a couple of websites on which users describe their experience with almost every strain available; could be helpful in order to avoid the ones that are pretty psychoactive and pick the ones on which there is concensus that it calms you down and offers a mild, positive experience overall.
I once saw a documentary about the cannabis-industry in the US. I was pretty astounded by the amount of THC that they usually put in edibles. Personally I wouldn't touch them ever, if only for the fact that edibles cause a much longer lasting effect when than vaping or smoking.
I like the fact that you wonder about guilt/shame about using it. It could make you feel guilty about being absent or mentally unavailable to other people, about fleeing from certain problems/emotions instead of dealing with them, ....
Just want to mention the video's by Gabor Mate on Youtube here in case you feel cannabis (or any other substance) might have become a problem for you.