Even the nondevotees suffer anxiety. But they have other methods to give themselves relief: temporary sense gratification and intoxication. Devotees seek relief in Krishna consciousness; they give up lower tastes to attain something higher. But why do we struggle to find shelter? It is because the mind tells us that there is shelter elsewhere. We still do not have faith in taking shelter in Krishna consciousness. Although we faithfully perform our sadhana out of a sense of obligation, and this is a good beginning, we have to go beyond mere obligation.
LFD Vol 2, Pg 363, 4 paragraph onward