It was a question, not a suggestion or an argument.
However, if I was suffering anxiety, or any other disorder, to the point where I wanted to take medication, I would see a doctor. I would not trust myself to diagnose myself, let alone prescribe a course of treatment.
The question has some pretty strong assumptions, and OP should not have to justify why he doesn't wish to spend resources to be analyzed by a government agent to obtain medication he wants.
Depending on severity, OP may be stupid in this desire. But it is one's right to make stupid decisions for themselves, and produces better long-term outcomes than binding people to the stupid decisions of others.
Does your distrust of yourself mean you abstain from caffeine (for alertness) and alcohol (for social disinhibition), etc?