Your mind keeps reminding you of things when you can't do anything about them ... As soon as you tell yourself that you might need to do something, ... there's a part of you that thinks you should be doing that something all the time. Everything you've told yourself you ought to do, it thinks you should be doing right now.
— Getting Things Done by David Allen (Page 25)
I experience this so often - most acutely on the weekend when I am trying to spend time with the kid and the wife but I know I need to do some other things... Writing those things down doesn't relax me in those cases - although I'd certainly be even less relaxed if I hadn't written them down on a system I trust.