The reason for this is our limbic system. The limbic system is the emotions and memory part of our brain. And it is very important for how we experience and perceive things. The limbic system has a direct impact on the nervous system. If you think that you are in a calm situation, your limbic system will impact the rest of your brain and thereby affecting your whole body to act as if it's in a calm situation.
A part of the limbic system is the hypothalamus, and it plays a significant role in maintaining chemical balances in our body, it is also the reason we feel physically ill.
sourcehttps://rb.gy/dbfd8l
Another plausible reason for this might be that stress can cause an adrenalin response, which in turn can spike our blood sugar. High blood sugar can cause us to feel sick or nauseated.
source https://rb.gy/awrfnv