I don't use RHPs, but many here do, & have posted about that exact issue. They run them for a day or so, on high, until the nasty smell burns off. (Avoid breathing it- both you & your animals.)
Actually, I think it's something that it's coated with- I've seen a similar complaint multiple times about toaster ovens (when I was shopping online for another one)- they have to be wiped down to remove something that's sprayed in & on them, & then the smell should be gone after the first few uses.