The actual report had a histogram comparing the relative results of all those options against each other.
The point I'm trying to make is that what you're calling out as a bad question is a summary in 3rd party reporting and not the actual questions in the survey or the report.
It's a bit like judging a book based on someone else's book report rather than the book itself.
It is meant as: afraid and/or sad and/or anxious and/or angry and/or powerless and/or helpless and/or guilty
ie the last "and/or" is defining what the commas mean. Just like "a, b, c, and d" or "a, b, c, or d" don't mean "a, b, (c and d)" or "a, b, (c or d)"
And that was also a smaller summary list of options than the actual study had.