A peer-reviewed scientific study was recently published out of the University of Haifa (Israel) that examined the relationship between social anxiety and empathy towards others. As it turns out, social anxiety may not be ALL bad. The study revealed that, within an admittedly small sample population, participants that self-identified with being socially phobic or anxious were significantly more empathetic towards the emotional states of others than were their non-socially anxious counterparts.
The researchers then looked even closer at where this empathy comes from - Cognitive Empathy vs. Affective Empathy. Cognitive Empathy is "the ability to engage in the cognitive process of adopting another’s psychological point of view," so basically being able to put yourself in someone's shoes. This is the type of empathy we experience when we feel for fictional characters in a book or movie. In contrast, Affective Empathy, also called Emotional Empathy, is the ability to respond emotionally to another's mental state. It is the sympathy and compassion we feel for others as we see or hear their suffering. A good example is how infants become distressed in response to others' distress. In their recent study, researchers determined that their socially anxious subjects were no more or less likely to experience Affective Empathy than their non-anxious counterparts; however they were significantly more likely to possess Cognitive Empathy. Their results indicate that people who experience social anxiety may at least be more likely to understand and personalize the suffering of others.
So at least anxiety isn't ALL bad! If you want to learn more about this new research, check out their peer-reviewed article.