I just had sex, now what do I do?
After sharing something as intimate as sex, the hope is that you feel a sense of security and comfort with the other person. That means you can talk to them about how you are feeling and your emotions for the other person and about if sex changes that relationship. It would be best if that discussion happens before you have sex, but it should definitely happen before you leave. The main reason that sex causes anxiety is that you don't know what it means to the other person. Is it only a physical desire that you are exploring or is it an expression of the emotional connection that is part of a romantic relationship? The only way to know is to talk about it.