This sentence means 'you have to worry' or 'you must worry' but what if one to say 'you must be worried' as in:
"Sorry, I'm late. You must be worried." ?
"Sori, dw i'n hwyr. Mae rhaid fod ti'n poeni" would go along with what the course teaches.
"Sori, dw i'n hwyr. Mae rhaid fod ti wedi bod yn poeni" means "Sorry, I'm late. You must have been worrying".
Pronouns don't mutate. "Fi" isn't a soft mutation of "Mi", it's the base word. I've seen a couple of different ideas as to where "Mi" comes from but, I think the one that makes most sense to me is that it came about after we stopped writing the conjugated "i" froms as one word i.e instead of "imi, iti, ichi, ini" we write "i mi, i ti, i chi, i ni". This doesn't change the other pronouns, but it leaves us with the erroneous "mi". "i fi" then developed later.