As far as I know (and I'm by no means an expert so feel free to add corrections people) it's because when mackerel is smoked the brine mix that they use can contain sugars or oil depending on the method, that's what adds to the greasy almost sticky quality of the fillets. It's a different method to that used for trout or salmon so that's why they're free. I think the same type of things applies to smoked sardines as well, I know they're synned and have a similar texture to the mackerel. Hope that helps x