I don't know about Fiskars brand blades but Olfa blades come with a light coating of oil on the blades. I assume it is to inhibit rusting. I would think Fiskars does the same. You should have noticed the thin coating when replacing the blade. Olfa blades have a small piece of clear cellophane type paper seperating blades when purchased in multipacks. As I have never bought a single blade I can't say how they are packaged.
Where the screw holds the blade in place I have gotten lint build up that appears greasy due to the oiled blade but it has never transferred to my fabric while cutting.
Other surprises... Well when you regularly clean and oil your sewing machine you should always sew a length of scrap fabric before returning to your regular peicing because I have had oil transfer to my scraps from a freshly oiled machine. But other than that I have had no issues.