An experimenter might observe a change in the EEG signal and infer that this means the participant is paying more attention. Unfortunately, logically this doesn't work. Nothing has been systematically manipulated or tested, so this is not a safe assumption. The signal change might be because a participant just thought about his boyfriend, or experienced an itch on her foot, or felt hungry, or any number of other possible things. There is no unique brain signature of any particular cognitive or emotional state that can be seen with current technology. Labelling a set of brain data as a signal of attention or anxiety based on previous experimental findings is similar to saying "tomatoes are red, this apple is red, therefore this apple is a tomato." It's plainly nonsense.