I believe the smell is left over sealant burning off because it smells quite a bit like the Permatex grey thread sealant I was using last week. I guess it was noticeable because once the car was warmed up, I drove it semi-aggressively off the lot with 5 miles on the odometer. If I had decided to granny it, it probably wouldn't have been as noticeable since it would burn off in smaller amounts.
Some quick phone pics:
Some quick phone pics: