Quoted from mbeardsley:
Well, MBr was licensed from Universal, and the licensing was part of what delayed its release (supposedly). So they do have some experience there (not to mention the new Pulp Fiction).
Whether it makes sense to license AF is another question, but I'm sure they are not avoiding it because "they haven't done a licensed theme".
My bad. Today I learned that movie copywrites last for 95 years in the US, and that even though some of those creatures (e.g. Frankenstein) were invented before that, Universal owns their "version" of the monster (what we think of as Frankenstein). Interesting. In the next decade or so I guess all of those copywrites expire though so maybe we can see some interesting adaptations or uses of those characters!