I have seen studies that do correlate conservative beliefs with people who tend to be more fearful, so I think you are right on track.

Fear and Anxiety Drive Conservatives' Political Attitudes

And it's also due to a deep belief in the morality of hierarchy, where some people are just going to fare better and have more authority than others, because this is believed to be due to their own merits, which of course, is demonstrably not the case in our society.