I tried this: "I worry about the fact that they are never coming back" but it was not accepted.
The norwegian "over" seems to me closer to "about" than "that".
I think it is rather because you had to include "the fact" to make your about work. In my dialect I would prefer bekymre over uroe Jeg bekymrer meg for at de aldri kommer tilbake. The translation stays the same
In that case I agree. "That" would be a more appropriate translation for "for". And I have also rarely heard "jeg uroer meg" here in Tromsø.