I don't think have a competitive anxiety - I've played lots of games to national championship level, I've had money finishes, and flown abroad to play foreign tournaments, and even ProTour. That's all new groups, new players, new environments. But I do have a UI anxiety of sorts I guess. I dabbled in playing MtG online and didn't get on with it. I'm an IT Director of 20+ years, I have no fundamental problem with technology or computers, but I like to devote my time to playing/doing best of breed activities if you like. If some things are better on a computer I'll do them there, and if other things are better on a board I'll do those there - I have far more hobbies than time, and there's no one thing I want to do so much, that I'd pick a suboptimal version of it. FWIW, I don't play any LAN games, any online MMO's etc - all those games I like to play on my own, just me and the computer. I played a LotRO character up to about L30-something but dropped it, because the game kept forcing me to adventure with other players to get through checkpoints, when I just wanted to play it as an offline game on my own (that just happened to be online). It's just not my thing.
But for me it really is that I enjoy playing with the components (not just MW, any game). I have highly pimped out versions of many games, I paint figures, I'll happily pay double for deluxe versions of a game with better resources, etc. It's a big deal for me. Hell, even my playtesting cards are colour laser prints, spraymounted onto real cards, and they look just like proper cards unless you look close. Components are a big deal for me - I've dropped good games for bad components, and if I'm honest continue to play average games with gorgeous components too...
I honestly don't have a problem with setup/takedown time (MW is actually pretty light compared to many of may games, I'm cool with a 30 minute overhead, and MW is 5 mins max). My experience of MtG is that I very much dislike automatic tracking of stuff, and having to specify breakpoints - I want manual everything and control.
Having access to a bigger pool of players is a nice thought I'll admit. Fresh ideas and approaches, etc. But fundamentally, if I'm sat in front of a computer to play games, I'd rather spend that time playing Civ6, Beyond Earth, Total War, Skyrim, etc not MW. If I want to play MW, I'd rather do it with the 30 odd physical books I have built beside my desk, that are very carefully organised in various mnemonic orders, not just by type, and so on.