Thanks for the advice. I've never seen this much or this sticky a coating on a new chain before.
The semi-assembled bike came in a standard cardboard bike box that was topped off with styrofoam packing peanuts.
I will admit they did a thorough job of packing as everything looked great coming out of the box, but I've got small bits of styrofoam all over the chain, ring, FD, RD/pully wheels and cog.
Oh well, it could be worse. I get some quality time on the repair stand detailing it out.
If buying a completely clean, no preparation, jump-on-and-ride bike was my highest priority I would have bought one off showroom floor.