It is also possible that the rotors have traces of machining oil from the factory. It wouldn't hurt to clean the rotor with some brake cleaner when uncrating a new bike. After that, bedding in the new pads is a good plan, as indicated by Detours.
If the oil is not thoroughly cleaned off, it'll burn off eventually.
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Weldangrind
"I figure I'm well-prepared for coping with a bike that comes from the factory with unresolved issues and that rewards the self-reliant owner." - Buccaneer
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