Oily smells in new cars are often caused by an anti-corrosive coating applied to exhaust systems after manufacture. This coating, literally oil, has to "burn off" for a few hundred miles after initial delivery. (It's not really burning, more like evaporating at high temperature). The same thing occurs when you have a new muffler or other exhaust system installed on and older car. I can't say with 100% certainty since I can't smell this car myself, but I can tell you with 99% certainty that this is the issue based on your description. Nothing to worry about, as it will go away quickly as the car is driven.