I was worried about having that sticky stuff on my new chain also. I was going to clean it off but never got around to it. Instead I just did what I do on any chain, which is wipe it down with a rag while spinning the crank, then apply Tri Flow lube and wipe it down again. After doing this every week or so I can no longer tell that sticky stuff was ever on there. Under normal conditions I don't think you need to worry about it causing any problems.