I agree with this 100%. Though I only do grappling and not any striking (BJJ and Submission Wrestling).

When I did my first competition, locking eyes with my opponent knowing he will do everything he can do to choke me, break my joints and knowing I voluntarily put myself there, it changed me :)

I especially like how you frame your last sentence. Since martial arts can sometimes be uncomfortable physically, like you I have noticed is that things that used to be uncomfortable are not as uncomfortable as being pinned down by someone much larger than you. I consciously remind myself of this if I ever feel nervous about something, and it works almost every time.

I've also read the book by Goggins (loved it) and martial arts really build up your "cookie jar".