I honestly believe that the Anunnaki has something to do with some of the SCPs.
(i.e SCP 073, and 076, The Architect may have been made by the Anunnaki as some sort of Computer Construction device, until it got corrupted, and then it started making rooms for no reason)
Some SCPs have something to do with the Occult, and Satanism
I.e 682 is the remnant of his species, that lived on Nibiru, The Species Sentient, and him being the last one, made a deal with Satan (or Set etc) which he well will be immortal until he's destroyed all life.
I would laugh if the Anunnaki became an Official Faction, and if it does:
The Anunnaki in the SCP universe: Are 6 - 10 Feet Tall Bipedal Avian-Like creatures that resemble the Falconidae family of Birds, and they live on an Omnivorous Diet. While they are a Avian, they do have sexual characteristics of mammals (Live Birth, Penises, Vagina's etc) The Anunnaki believe in either a Deity called Gaea (Gaia/Mother Nature) or are Athiest. The Anunnaki are aware of the SCP Foundation, and wish to contact it, to destroy the Keter, and Euclid SCPs, along with sealing of "The Dark Portal" which they believe allows the Paranormal Entities such as Demons to be able to come into this realm. Other Information on the Anunnaki is unknown, although a set of several items belonging to an Advanced Secret American Military Freemason group which are Anunnaki in Nature (i.e Anunnaki Power Armor, The Lost Ark, The Holy Grail etc)
Meh, just my SCP Theory