You are right that there is a simple formula for the standard error for a correlation that depends on only the correlation coefficient value and the sample size. But that simple formula is for a correlation among two observed variables that are normally distributed and where the variables are not part of an over-identified H0 model as in SEM. The correlations you point to involve latent variables and a categorical observed variable which are part of an over-identified H0 model estimated by WLSMV. In that case, the simple formula is not applicable. Instead, standard errors are computed using WLSMV. Their sizes depend on many factors including the model structure in complex ways.