Is there a connection between stress and difficulty in acclimatizing?
No, no known connection has been made between stress and acclimatizing at altitude.
Does this mean that stress couldn't make acclimatizing worse? Probably not. It's simply not known what affect this has (It would also be difficult to test)
Acclimatization is an extremely complicated process and is still not well understood.
My 2 pence worth
Many factors influence how your body acclimatizes. When under stress many things are working extra hard (e.g. your bodies immune system is weaker, etc.). High altitude acclimatization is reliant on pushing your body beyond it's typical operating parameters.
Your body needs to do what it normally does and adjust to the lack of oxygen, etc. So I would guess that stress will make it harder to acclimatize. It's simply adding an addition burden onto your bodies resources that it could do without.
How big an affect, will vary considerably on the person and about 100 other things :)