High blood pressure tends to run in families. I know I inherited hypertension from my parents, according to my cardiologist. Neither of my parents showed any signed of dementia until their final year and they both had high blood pressure for decades, both lived to be in their mid-to-late 90's.
Same with my Mom's sister, also had hypertension and it wasn't until she was 99 that dementia took hold.
As for the other way around, it could be possible that someone may have higher then normal blood pressure if they find themselves confused by dementia.
Very possible my mother suffers with a lot of anxiety and may bring on the high blood pressure. We were in the ER did Ctscan cardiogram etc & everything was clear. So as you say anxiety may be the culprit.
Same with my Mom's sister, also had hypertension and it wasn't until she was 99 that dementia took hold.
As for the other way around, it could be possible that someone may have higher then normal blood pressure if they find themselves confused by dementia.