In the case of ordering overseas prescriptions, it's because it's cheaper. Getting some medications in the US is much more expensive than buying from someplace like Canada. For a while I got medication from Canada at a much lower price than I would get in the US. My contacts and glasses are the same way. I get them for way cheaper than if I went to a store.
FDA doesn't overly regulate a ton of stuff online because honestly it's hard to keep track of thousands of websites. Not only that, but their concern is primarily with investigating US companies, not foreign ones. Even when importing items, generally they check to see that it's sealed, that tariffs have been paid, ect. Not only that, but most meds overseas often come to the states under the label of health supplements, which aren't regulated at all.
However since she's getting them for anxiety, I'd be extremely wary. It's safer to get a prescription for them because anxiety medication can affect the mind heavily. And the countries I've listed above have FDA equivalent restrictions so they're safe to consume.