Yes, I've been told this by quite a few people, but I don't believe social anxiety has anything to do with a person's appearance as such. For example, I think that I look okay, but nearly all of my relationships have started out online because I have a deep fear of rejection. So in my case, it's not that I think I look bad, but I know my approach/conversational skills in real life are horrible. I've had terrible results accosting people in person. So basically I have to guarantee myself that it's a sure thing by getting close to a girl first (ie. online), before going a step further with her in real life.
It's depressing because I do take care of myself; I stay in shape, I try to buy fashionable clothes, but then that last part of having 'game' is totally lacking so I often feel like my only shot is to get on the computer once more. A person can look amazing, but if their charisma is next to zero, they're still going to have an awfully tough time of it. That's the part that really does get me down because I feel like I'm powerless to change it.