I have a couple of Vosteed knives and none of them smell. However, I've definitely had smelly knives before.
With some knives, especially knives made by CH a few years ago, it was definitely their choice of oil. Like TwoSun, they drenched their knives in oil not just for lubrication but for preservation, probably to anticipate shipping by sea, unknown warehouse times, etc. (TwoSun still drenches their knives but the oil doesn't have a strong smell.) It's been a while since I've purchased anything from CH but it could still be a thing with some companies. (Vosteed uses at least a couple of different OEMs including Kizer and maybe QSP.)
Another thing can be the packaging. Some types of foam used to line presentation boxes can have a funky chemical smell. So too can certain kinds of Chinese packing materials, including a particular type of tape that I only encounter in packages from China. This smell can linger, especially on or in certain materials.
Every once in a while, I get another kind of strange plastic chemical smell from knife scales. My most recent example was the Kizer Agressor, which has unusually thick burlap Micarta scales. I took the knife apart. I washed the scales with warm water and dish soap, following by concentrated isopropyl alcohol on a quick succession of cleaning cloths. (Aside from dissolving unwanted chemicals, isopropanol also helps to wick away the water and quickly dry the scales.) This solved the problem.
BTW, if the scales get too dry or a little white from the alcohol, they can be restored with a little mineral oil.