It’s difficult to say for sure; there aren’t many studies on weighted blankets, and the ones there are don’t draw the kinds of conclusions you’re looking for. Most are just “Do the blankets help” rather than “Why do the blankets help”.
It is commonly recognized a weighted blanket can calm people down, [but the only studies I’ve found relate to specific groups](https://pubmed.ncbi.nlm.nih.gov/32204779/). These include people with sensory issues or anxiety, as you’ve mentioned.
In terms of the mechanism, scientists are throwing some theories at the wall and seeing what sticks. Maybe the blanket reminds us of being a baby, tightly bundled and safe. Maybe the blanket restricts movement, forcing people who would otherwise toss and turn to calm down. Maybe it’s all in our heads, and we just relax because weighted blankets are “supposed” to relax us. Maybe it’s just cause it feels like a hug. Until there are more studies, we can’t know for sure.
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