This is actually quite common because alcohol consumption effects GABA and serotonin levels in the brain, as well as the sensitization of GABAergic and serotonergic neurons, and both neurotransmitters are involved in anxiety and panic. It can also be the result of a very light kindling[1] effect.

The colloquial term seems to be "hangxiety" if you want a term to search for.

[1] https://en.wikipedia.org/wiki/Kindling_(sedative%E2%80%93hyp...