Ron,
I drained and refilled all the boxes on my lathe before I started running it, suspecting something like that might be in mine, but the oil was spotless. The new oil got filthy fairly quickly because of all the rough edges being knocked off gears and other bits.
There is no excuse for a lathe, or any machine, to be sent out in that condition any more.
As far as I was aware, troubles like this were a thing of the past, because the quality control at the manufacturers was supposed to be improved to prevent this sort of thing a fair while ago.
There should be a manufacture date on your machine, I would check to see if it is fairly old stock.
As you have already done, things like this need to be brought to the attention of the suppliers to prevent it happening again.
Too many people on the net moan about it, but don't report it.
Bogs