It is customary to ensure that someone is sitting down before delivering shocking or bad news, the concern being that they may feel faint and fall over. Thus, "you may want to sit down for this" can be used literally to warn the reader that they should sit before they continue to read, lest they be in for a shock.
It can also be used more tongue-in-cheek to emphasize that whatever follows is a radical, perhaps shocking idea. I think this is the case in the paragraph you cited, just because one would not normally encourage someone to be on anxiety medication before delivering bad news. :)