All the answers are correct, but in its physiological essence, stress activates the sympathetic nervous system. Some of the nerves of the sympathetic nervous system are connected to the sweat glands. When the sympathetic nervous system is activated, the ends of these nerves start releasing a chemical acetylcholine so we call them sympatgetic colinergic fibers. This causes you to sweat more.
So just like stress accelerates your heartbeat, breathing frequency, dilates your blood vessels in your mucles using the sympathetic nervous system, it also forces your sweat glands to secrete sweat. Why that’s useful was explained by other commenters.
If you ha e further questions, feel free to ask.
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