I would worry too. I have had broody hens eating less but not to the point I could see them loosing weight after a week (except for Léa once she was raising chicks but that is different).Sometimes yes, sometimes no.
Maybe you already do this, but I try to put a choice for the broodies, so they have three or four things to try of different taste and texture.
When Chipie was broody last spring her main food focus was eating plantain weed leaves . After a bit more than 30 days I ended up breaking her, and regretted not having done it sooner... But it never came to the point where I was really worried for her health. And she had successfully hatched chicks the year before so I figured/ hoped she knew what she was doing.