Correct. They do not get upgraded conditions just from the Dirge of Doom and the 2 feats.
Just apply another fear condition first (the Demoralize action on its own from the Intimidate standard action, or Cornugon Smash immediate action from the feat, or the spell Cause Fear for 1 enemy; or spells like Blistering Invective or the feat Dazzling Display for 2+ enemies)... There is a check on that Demoralize action (your d20 + Intimidate vs. their 10 + HD + Wisdom mod).
The Dirge of Doom has no check/save for creating shaken, but there has to be a check applied via that Demoralize mechanic for the upgraded radius (60 feet is impressive) and fear conditions of improved and greater dirge of doom (still applied without a save).