I have this toy, I bought it back in November. I dont remember it being 'greasy' as such when it arrived but I have found that the jelly, pvc type toys do tend to sweat a little. I'd give it a wash before use. I'm still using mine and have never had any issues with it.
I have a toy similar to this which felt sweaty when it arrived. I wash it before and after each use because it always has a sticky feel and I use a condom with it to give me peace of mind when using it.
I store mine in the packaging it came in because if it was kept in a storage bag it would probably stick to the bag.
Don't store it next to other toys if it is out of it's packaging because it can start to degrade and ruin other toys.
I have that exact toy mine did have a greasy film on it when I first took it out. after washing it went away
Most of these "greasy" rubber/PVC/UR3 toys are 'mould' manufactured which requires a 'releasing' agent in the mould to prevent the toy from sticking to the mould. A gentle wash with soap and water or a toy cleaner should remove any remenants of this release agent.
If after washing the toy is still sticky or greasy then I would assume there is a issue with the compound used to make that toy.
I ordered a toy last week that arrived with one battery in (it was meant to come with no batteries, and needed 2 to work), I contacted customer care as I was afraid it was a return item that had got mixed up and sent to me, received my new one today, not yet checked it as just collected kids from school but will check later. They sorted it out really quick for me, very impressed. (Although initially the guy was trying to send me batteries! I explained lack of batteries was not my issue!). Just speak to them if any concerns :)
Interesting, good to know in case I ever buy a toy with these materials.
You learn something new everyday
I would recomend using a condom when unsure about a sex toy