Interesting but not surprising. We tend to find aversive situations less stressful when we believe we have some degree of control.
In a reaction time (RT) task 40 subjects were told to react to the onset of a 6-second shock. Following l0 trials, half of the subjects were told that by decreasing their RT they would reduce shock duration. Remaining subjects were simply told that shock duration would be reduced. All subjects, regardless of group assignment or RT, received 3-second shocks in the second half of the study. During the second half of the study, subjects who believed they had control showed fewer spontaneous skin conductance (SC) responses and smaller SC responses to shock onset than subjects who did not feel they had control.