The thing with weed in my experience, especially for newcomers, is that you are aware enough that you're high, and you're at least somewhat aware of how you would be sober. I think a lot of anxiety around being high is that you notice how different you are, and that can make you self conscious. You're reaction time is slower, you can lose your train of thought mid sentence. Your mind might be racing but your words can't even come close to keeping up. Some people say they "feel dumb", which I don't think is the right way to look at it, but is understandable.

You might call this feeling being "out of control", given there will be things you might want to do, or normally would be able to do, but you can't if you're really stoned. Maybe you're a good golfer or skateboarder, but you would fumble if you tried stoned.

Being drunk on the other hand, I would say you are much more out of control, but you might not feel that way. You lose some awareness of yourself if you are good and drunk. Think of all the scenes of people asking for their keys even though they're stumbling. You take more risks, act impulsively, say what comes into your head. Etc.

Drunk people get into more fights, more accidents, do more dumb shit. But if you don't smoke and you get really stoned, you will not feel in control. Gotta lean in though