Learn French: Je suis inquiet pour lui.

The subjunctive is only triggered when you have an expression of emotion followed by que and a new subject (for example, Je suis inquiet qu'il soit malade). Because this sentence just ends with a preposition and a pronoun (pour lui) without a second verb, the subjunctive rule doesn't apply.

Why use pour for "about"? Wouldn't it be sur or de?

When you are worried about a person's well-being in French, you use the preposition pour (literally "worried for him"). If you were worried about a situation or a thing instead of a person, you would typically use de, as in Je suis inquiet de la situation.

Why is it lui instead of il or le?

Because it comes immediately after a preposition (pour). In French, you must use a stressed pronoun (like moi, toi, lui, elle) after prepositions. Il is a subject pronoun, and le is a direct object pronoun that must go right next to a verb.

How would this sentence change if a woman were saying it?