From what I read, Simone Biles' pulling out wasn't strictly a matter of anxiety or mental health. It was because her mental health was impacting her physical ability to do the incredibly dangerous things she had to do.
She didn't think "I'm feeling too much pressure to emotionally handle being in the spotlight". She thought "My body isn't moving exactly the way I expect it to and there's a small chance I'll break my neck."
She didn't think "I'm feeling too much pressure to emotionally handle being in the spotlight". She thought "My body isn't moving exactly the way I expect it to and there's a small chance I'll break my neck."