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Why? Are you similarly upset when people say "I'm concerned about ..." or "... is cause for concern."?

IanP said:

A transitive verb to be troubled or distressed
I find his actions concerning – I find his actions troubling or I find his actions distressing

This is not an example of "concerning" functioning as a transitive verb. The transitive verb here is "find. "Concerning" is functioning as a present participle modifying "actions," but the validity of that function is open to question. "I find his actions disconcerting" or "his actions give me cause for concern" would be idiomatically standard. "I find his actions concerning" sounds like a substandard locution composed by a second-language user of English who is not aware of the primary use of "concerning," which is that of a preposition, in which case it means "about" or "with regard to." The sample sentence might easily come across as a sentence fragment in which the object of the preposition is missing, e.g., "I find his actions concerning the oil spill in the gulf to be ineffective." The instinct to avoid this kind of potential ambiguity is one of the hallmarks of a proficient speaker.

Glenn said:

So it seems your objection is to the use of to concern as a transitive verb in its meaning "to evoke concern."

There's no objection to the transitive use of the verb "to concern" broadly speaking. The stated objection is specific to using the present participle — "concerning" — in an adjectival function and the confusion that might result with the preposition spelled the same way. In fact, the OP's specimen locution, "that's very concerning" has no object at all, so I'm not sure what purpose the whole "transitive verb" argument serves here.

Glenn said:

e.g. The oil gushing in the Gulf of Mexico concerns me.
In your reading, this should only mean that I am somehow involved in the cause or solution, and should not be used to mean that it raises my anxiety.

You will have trouble supporting that position.

No, if you read my last sentence, you'll see my objection to this kind of construction. The fact that it can, as you pointed out, be read two different ways is precisely what makes it problematic as a stand-alone locution: it's ambiguous. Encoding of language can only be deemed successful when it clearly communicates the encoder's intended meaning to the recipient(s) of the message. Since it's so simple to rearrange the syntax of this sentence for unmistakable meaning, e.g., "I'm concerned about the oil gushing in the Gulf of Mexico," there's really no defense for such an ambiguous formation. A locution can be grammatically sound and still fail at clarity of communication. Our aim as educated language users should be to ensure that that doesn't happen.

While I understand that you object to the use, and support your right to do so, I do not understand the argument from its "ambiguity." What is the nature of the ambiguity in the statements "I find this concerning" or "That's very concerning" that are the original subjects of this thread?

What are their other meanings to your ear?