Social anxiety sufferers have an illness, a mental illness.
If someone has the measles, we say they have measles, not a problem.
Same should go for a mental illness, but it doesn't. And that is where the stigma around mental illness comes in. It's different to other illnesses.
Some sufferers of depression and anxiety believe that the problem is all theirs, it's their fault, the world would be better off without them. This is unhelpful thinking. To realise that is not all their fault, that they have values, and their life has value.
I think is important also to discover what contributes to the illness, and sometimes that is environment and the abusive behaviour of others. It isn't all in our heads, and irrational fears.
The realisation that mental illness is not all their problem could be life saving.