sexual attraction/turn-ons and relationshgips/dating are two different things. One can lead to the other but it's perfectly normal to desire one and not the other at a particular time. I get the sense that the anxiety/mental health side is a hangup and could be leading to fear of getting in a situation where someone you potentially like might be judgmental about it. I will say that that is something everyone deals with. While some people overcome it, or maybe hide it well, everyone deals with it on some level.
My advice would be work on the source of anxiety, even with a professional if that's needed. If you take out the source of the issue, everything else will take care of itself. As far as others questioning why you aren't seeing someone, while they mean well most likely and don't realize they are causing additional anxiety, they are, but fuck other people's expectations about your personal life. It's your life. Do only what you want to do and whatever people may think about it is just one person's opinion. We waste too many years of our lives trying to live how others think we should live instead of just being happy and living how we want to live.
As far as those around you questioning you about things, if they are people you really care about and who really care about you, be honest with them how you are feeling. If they are true friends, they will understand and be supportive. If not, they probably aren't quality enough friends to have around as much in your life, or to at least care enough about their opinion of you so strongly that you actively sacrifice your own happiness to win their approval.
When you are young, you think the point of the game is to get as many friends as you can. As you get older, you begin to understand that friendships are a qualitative metric and not a quantitative one. I'd much rather have 2 or 3 really close friends that know the real me and still want to be real friends than to have 400 people who just say or act like they are my friends but lack any real depth to those friendships.