When a therapist says “I’m concerned about you” I think it is to raise your awareness that you may be exhibiting outward signs of not doing well (such as hygiene issues). The “I care” part may be to remind you that it isn’t a criticism just an observation.

For example , even with everyday people, if someone said “I’m concerned about you, you seem very tired” it might raise my awareness enough to be sure that night I got at least 8 hours sleep. I would think “oh crap, others can see I’m not doing well and I want to hide that in a hurry”. People say I am concerned because they genuinely care, or, they think you are not aware of how poorly you are doing OR your downhill slide is having an effect on them. For a therapist, the last one they need to manage on their own but 1 and 2 are valid points.

You may be fully aware of how you are doing but outward appearances can make others worry that you don’t have this self awareness. I am sorry to read that you are struggling.