I am answering as a clinician rather than about my own training, because the pattern I watch in my office is more instructive than anything from my gym history.
The concern is panic and health anxiety. The connection is interoception, meaning the sense of what is happening inside your own body.
People with panic are frightened of a specific short list of sensations: racing heart, breathlessness, chest tightness, lightheadedness. Those are also precisely what hard effort feels like. So without ever consciously deciding to, many of them have built a ceiling into their training. They stop at the exact moment the body starts talking loudly. Ask them why and they will say they were not fit enough or they got tired. What actually happened is that a normal sensation got read as a warning.
Standard treatment for panic includes interoceptive exposure, where we deliberately produce those sensations in session, by overbreathing on purpose or running stairs, until the signals stop being interpreted as evidence of catastrophe. None of that is aimed at fitness. But the performance change is often the first thing the person notices. They tell me they finally finished the set, or ran the hill without turning around, and they are genuinely surprised, because we never trained anything.
The connection I would name is this: a lot of what presents as a physical limit is really a threshold of tolerated sensation. Treating the anxiety does not make the heart stronger. It changes what the person is willing to feel, and that alone releases capacity that was already sitting there.
One caution, and I would not want it cut. If someone's chest or breathing symptoms have not been evaluated medically, exposure is not the answer. A physician comes first, every time.
Christa Smith, PhD, Licensed Clinical Psychologist, CEREVITY