They would be local color, but they would commit me to a certain level of magic. To be sure there are dragons, and unicorns, and gryphons floating about the worlds involved, but -- it's not the same. You could even handwave those kinds of creatures to be SFnal in nature. You can certainly keep them ambiguous. Even fortunetellers can be accidentally right.
Selkies are committing yourself, because shape-shifting is difficult to pull off in a SFnal manner, and with only two shapes, it's not convincing.
On the other hand, world-building is a process of committing yourself one way or the other and cutting off the possibilities of the other way. 'cause otherwise you're getting nowhere.