Why is it that I still feel anxious even after overcoming my shyness?

I've had anxiety issues my whole life, and have been shy up until this year. I've begun to socialize with people a bit more, expanding beyond my comfort zone and getting more involved in the broader community at school. But I still don't feel happy! I still get really anxious and go through fits of depression. I still feel awkward around large groups of people. And I still feel like the odd one out. Why is that? Shouldn't being more accepted socially have a positive effect on my anxiety? Why is it no better?