Yeah that's what I thought as soon as I touched it I was like is this suppose tp be cleaned before putting it in with the oil or grease all over it will be getting on maf sensor but everyone said they never cleaned there new one.
K&N filters come from the factory pre-oiled, so there was nothing "wrong" with your new K&N filter.
The concept of the K&N filter is that there is less air restriction than factory air filter, therefore you get a slight increase in horsepower. and a more "throaty" intake sound.
The trade off of the K&N filter is that due to having less restriction, the only way it can catch engine harming dust is by oiling the filter, and catching the dust on the oily filter surface.
When the K&N filter gets dirty/turns black from being coated with dust, you're supposed to clean it in K&N Brand Filter Cleaning Solution, then re-oil it with K&N Brand oil. This is a dirty operation to say the least.
Overall, most K&N owners eventually find out that the slight horsepower increase and throaty intake sound become an expensive and time consuming proposition.
Bundle the initial acquisition cost of the K&N filter, the K&N cleaning solution, the K&N filter oil, your labor to maintain the filter, and your labor having to stay on top of cleaning your MAF and Airstream Temp Sensor - well, it's as expensive as a hot girlfriend ;-)
Now on the other hand, FRAM Toughguard air filters (CA8243) for my '98 OHV cost $12 at Walmart.
Every 3,000 Miles, when I change my oil, I remove the Fram air filter panel, spread each individual paper fold and blow it out with compressed air, rotate it's orientation by 180 degrees, and re-install.
I run the filter for (4) oil changes = 12,000 miles, toss it, and buy another one for $12