It's all explained in the long form of the licensing page I linked. With Touhou, Zun is the sole rights holder, and allows people to sell doujin works royalty free, including arrangement albums, so long as they don't exceed doujin scale. He got mad at people and banned their figures in the past for making too much money without a formal licensing arrangement.
SCP works like Linux. It's the collaborative work of many people; there is no one person who can give you a license to everything. It has a sticky license, and if you use the Foundation setting, that Creative Commons Share-Alike license applies to your work too, so people can legally share & adapt your work without paying you. Any request for payment you make is legally equivalent to a request for a donation.
If you combine the two, it's a derivative work of two different IPs with different licensing, and all of the above applies at once.
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