This probably did happen at UPS or wherever along the shipping line. Too bad.
But Demostix is right, dryer sheets, sprays, all those things only cover up the scent and if you're allergic they could even make matters worse.
If there's any way to hang it in the sunshine for a day, that might help, depending on the source of the smell.
A breezy sunny day and a clothesline is great for getting rid of odors.