Could it also be : Por que estan ellas preocupadas? (with accents, of course)
Generally you want to avoid splitting the verb with the subject so por que (ellos) están preocupados (ellos) both would be fine
I swear there was another question earlier in this lesson where the correct answer started with "Por qué están ustedes" and I got it wrong because I had "Por qué ustedes están".
I prefer to put the verb first in questions, but Duo almost always forms questions by just adding question marks to statements. So I thought I'd try it their way. Didn't work!!
I'm not sure which question you are talking about, but "porque" as one word ("because") does not have an accent on the e. "Por qué" does have an accent on the e in "qué", because the context is a question.