Actually I was told two different things. The service guy said it was a sealant, like you mentioned, in the underbody that will be gone by 10,000 miles. My sales guy, who is actually technical, mentioned the engine coating, and stated it would be gone within 3 weeks.
I typically drive with the internal air circulation on so the outside engine smell does not come in. This helps alot. Other than the smell, have you had any other issues concerns with your '06 330?
For me, I love the new car but have a few concerns with the following. Probably no big deal. I'm scheduled to take the car in this weekend just to get checked out.
1) Key is kind of difficult to put in the ignition. Once it's in, the crank feels heavy to turn. ( I had an Acura before, and it felt alot easier to crank ).
2) Brake felt very soft at first, but now that I've got some mileage, it's firmed up some and feels better. Don't know if this is normal for it to go through this phase.
3) When I first crank the car in the morning in the garage, I hear something like a whoosh noise in the dash. The sound seems to coincide with the headlights. I read in another thread, someone mentioning a shade for the headlights. I don't know if it's related or not with that. I do have adaptive headlights so it may be related with that as well.
Other than that, it's a great car so far.