I was thinking the same thing as badwhale. Sometimes cigar makers will spray the wrapper with a dye to make them darker or make the shade more consistent. This might be what you are seeing. I've had these cigars appear oily and at times the dye would actually come off on my fingers.
Do some research into the cigars you have. You should be able to find out if this is the case. If this is what you are seeing, don't worry about it. They are ok to smoke.
Good luck.
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