I don't think the cloud not attacking eko has anything to do with good, evil or whatever.
I think it has to do with the fact he didn't run.
If you note: When Locke first encountered the creature he just looked at it funny... and was unhurt.
The second time he got scared and ran... and got grabbed by it.
Eko didn't run, so Eko was left alone.
As for what it is... I wonder what all that electrical noise was... I don't think the creature is a black cloud.. I think what's "inside" the black cloud is what we're looking for