I think mine were like that also. I only opened the box to one for inspection but it did seem a little oily. I had to pay a shop to put them on for me (I'm on the road in a motorhome which is why i didn't personally open the other one too.
The Bilsteins on my CRV also had oil residue. I've had them on for over 40,000 miles and they ride like they did on day one. Don't worry about the oily residue and enjoy them.