These are ideas that were based off of / were not created by the Fear Mythos, and while these characters may be interpreted or used as Fears, they were not created by us, thus the Creative Commons license may not be in use for said characters, yet they are still free to use in any and all non-profit stories.
It should also be noted that The Smiling Man wasn't originally designed with the mythos in mind, but was integrated fully into it (and is CC friendly). The Black Dog is based in folklore, and therefore public domain.