Concerned means the person is worried about the issue... Interested is just interested.

However, there are also other usages of the word "Concerned".
If the person says "I am concerned in it" it can also mean that the person is "involved" in the issue.

"I'm concerned in it" is not used.

You might use "I'm concerned for him/her". But even that doesn't mean the same thing as "I am interested in him/her." If you say "I am concerned for him" it may mean you care about his safety or well-being. If you say "I am interested in him", it will probably be taken to mean that you like him as a friend (or dating), for his ideas, or something else about him.

For "it" we say "I'm concerned about it." Or "I'm concerned about this" or "This concerns me." Or "It concerns me."

The same for "it". When "it concerns me", I worry about it and it has affected me. When it interests me, it is more about intellect or my own curiosity.

I don't think I've actually every heard the phrase "I'm concerned in it".

I constantly hear "I am concerned ABOUT it" in daily life, which means that they are worried about something. "I am interested in it" is a phrase that I hear quote often also, and it literally means what it says. That the person has interest in it.

"I'm concerned in it" just sounds unnatural to me. If you are talking about being involved in something, you would say it as "That issue concerns me."

"ever heard the phrase", not "every heard the phrase"

I asked about "I'm concerned in it", because in my vocabulary the synonym of "concerned" is "interested", so I thought that may be it's possible to use this expression as well as "I'm interested in it".
Thank you all for explanations! :)