Hahaha. Indeed very strange. But seriously what could it be? I have received vin the past some more coins with exactly the same feel and smell. Some modern too. They really feel like they are covered with something and the smell I suppose comes from the years.
It can't be. Completely different feeling in touch. I believe lacquer would be more glossy and stable than this which is more waxy.
Vaseline. Animal fat. Petroleum residue / tar. Oil. Human grease from the body it was buried with. Your pick. I also have a set of uncleaned smelly and greasy. Goes away with acetone. Problem is that whatever it was, impregnated the dirt and made it rock-solid. Did you try acetone?
Wow that is a lot I could never think about. I didn't manage to do it, I have to go to the store and see if there is any there available.