I know this thread is 5 years old, but I'll leave this here for anyone who might be curious about the lack of SCP related posts on ideas.lego.com .
As of today, this is what Lego's guidlines say about content that won't be taken into consideration:
"Product Ideas related to the topics below do not fit our brand values and will not be approved for publication on LEGO Ideas.
1. Politics and political symbols, campaigns, or movements
2. Religious references including symbols, buildings, or people
3. Sex, nudity, drugs, or smoking
4. Alcohol in any present day situation
5. Swearing or profanity
6. Death, killing, blood, terrorism, horror, or torture
7. First-person shooter video games
8. Warfare or war vehicles in any modern or present-day situation, or national war memorials
9. Large or human-scale weapons or weapon replicas of any kind, including swords, knives, guns, sci-fi or fantasy blasters, etc.
10. Racism, bullying, or cruelty to real life animals"
All of this would be fine, you could make a cool SCP lego set while following these rules, except for rule 6, no horror.
Yes, there are unhorrific individual SCPs, but they are still a part of the wiki as a whole.
(also they have a lot to say about copyright, and third party IPs, so i would expect legal shenanigans anyways.)