Not odd at all. Propane is "refined" from oil and sometimes a bit of oil remains in the finished product and is transferred to the customer's tank.
As for the advice to go to a Big Propane place like Amerigas et-al.. (I like Parker's in Flint, MI or Carmichael's in Tekonsha MI) The wholesale places (Quick Stop in Quartzsite AZ is good,, you will find a lot of smaller places that are basically outlets and do not do repair work You need a tank cert place to drain, purge and refill the tank... Sounds worse than it is.
That one in Tekonsha, MI (Home of the Prodgy Brake Controllers) can be hard to find for most folks (For me it's dang near "With eyes closed" 60 years ago it was a dairy farm where (This is a joke folks) I shoveled political promises or something like them.