Take it to the dealer and insist on a 'sniffer' test for exhaust gas in
the radiator. That and an inspection for a leak will at least document
your concern. Also, I see no reason that , IF they claim "thay all do
that" you should point to one on the lot and ask for a demonstartion in it.

Keep in mind though - new cars often have odd smells as different oils,
coatings and plastics give off fumes.

Carl

My car smelled very strange after running for about 6 months when it
was brand new.  It went away.   Some at the time said it was cosmolene
or some other substance, others said they'd quit using cosmolene years
before.  Whatever it was it seemed to eventually burn off and go away.    

If you car has less than, say, 6000-10k  miles on it it may be a less
pleasant form of "new Subaru smell."

--
Todd H.
2001 Legacy Outback Wagon, 2.5L H-4
Chicago, Illinois USA