Just taking a quick look at those licenses (I don't remember hearing about FTL before today, but I may have), I don't see an issue.
To meet the terms of the BSD 3-clause license, all you need to do is to include the copyright and disclaimer with the distribution, and I'm assuming that the distributors of SFML have clearly identified which libraries or packages they are including and which ones are BSD. The BSD license is friendly to inclusion in closed-source projects:
Any BSD code can be sold or included in proprietary products without any restrictions on the availability of your code or your future behavior.
Section 4 Combined Works of the LGPL also covers your case. There are already some questions on Programmers specifically about using the LGPL in closed-source applications here and here.
It appears that the terms of using something licensed under FTL are very much like the BSD license. You do need to provide a disclaimer that your application is based on work of the FreeType team and they ask that you link to the FreeType webpage.
It looks like as you don't modify SFML and SFML either didn't modify the other libraries or complied with the license terms regarding modifications for the other libraries, you can indeed use SFML in a closed-source application.