If an OC is created in KW, that character might well owe its existence to the openness of the world. To then lock away something created because of openness seems perverse to me, and...
To the best of my understanding, this is what could happen:
First, of course, the canon was created, and then licensed.
To create derivative works of That Particular Canon for Kindle Worlds, a fanficcer merely writes the fic and (possibly, if KW is dealing in good faith) receives compensation for that derivative work, on terms agreed to by the rights-holders and without preventing them from creating more of the canon or licensing others to create derivative works, and with the rights-holders also receiving compensation.
The fan introduces an original element.
That original element can be used derivatively by the canon-creators (or, rather, the rights-holders; in many cases, they aren't the canon-creators), without compensation to the OC's creator, without the OC's creator being allowed to use xyr own OC in xyr own for-profit works.
It seems, then, that this is uneven. One side appears to be sharing more generously under these terms than the other.

Comments
I don't think there's a hard line between fanfiction and original fiction at all, and even when some works do fall clearly into one category or another, plenty of original settings come from fanfiction and are then reused. On the other hand, I-- perhaps because I've known no other system-- feel it's a good thing that we as a community pretend there is such a line. Artists should be able to survive on the proceeds of their work, or at least receive compensation of some sort, but the gift culture of fandom where everything is free is something I would not like to give up. Treating fanfiction and original fiction differently allows us to get the best of both worlds.