I've had high social anxiety in the past and it still can resurface depending on my mood. and, yeah, I'd agree that social anxiety is probably most common in social-firsts. On the other hand, in cultures/circumstances where ones' personal security is dependent upon their adherence to social rules, maybe an Sp-first would have serious anxiety then? e.x. if someone was beginning a job as a waiter and was not very socially graceful, but had no other job options to fall back on.