Suomen Akatemia, at the Academy of Finland:
Previous research has suggested that eye contact triggers patterns of brain activity associated with approach motivation, whereas seeing another person with his or her gaze averted triggers brain activity associated with avoidance motivation. This indicates that another person’s attention is something important and desirable. However, many people find it discomforting and may even experience high levels of anxiety when they are the focus of someone’s gaze.
I’ve always found it excruciating to hold someone’s gaze. I’ve had a lot of practice over time, but it’s still something I’d rather avoid, given the choice.