Exactly. This one has a slightly sticky surface with dust all over it. I think you're right about it meaning residual olive oil or wax (not Ren Wax though-- it seems very hard if properly applied). I'll need to rinse the coin with alcohol or maybe even mineral spirits.
RenWex and olive oil are good hypotheses, I think. Moreover, I think the metallic composition affects static electricity build-up. I have two dogs and two cats, so all of my coins are covered with fur.