Afraid status, and this is merely my own speculation, only happens when they don't hate you enough to act gung-ho about it even when they are in a vastly inferior position.
Most recently is my current game where I am playing Egypt and my South Korean neighbour declared war on me out of the blue. I had an apparently "smaller" army because I was so focused on rushing Wonders and research. What the AI apparently failed to realise, was that I was also filthy rich.
What made it even better was that the frontline was near the coast, so I could buy naval units too to blow their embarked units to pieces, and Egypt can mass produce Chariot Archers which don't require any Horses, making them very easy to reach the frontline from further cities.
Within 2 turns, I literally bought a bigger army and utterly crushed the South Korean army with zero casualties on my side. Then before I was about to counter-invade, South Korea came grovelling for peace and practically offered everything but their grandmother's knickers.
I took the offer and ever since then, South Korea regularly sends message along the lines of "Don't Kill Me, Bro" with the afraid status.
Cheers.
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