The FDA lists albacore tuna as a “once a week choice.” And while Atlantic mackerel is low in mercury and okay to eat two or more times a week, King mackerel is a high mercury fish that the FDA recommends avoiding.
The answer to your question is - yes - you can safely eat mackerel in brine straight out of the can. Tinned/canned Mackerel now comes in several different sauces so maybe you might want to try a different taste next time you purchase these. They are rated very high nutritionally so try to find a taste you like.