There are different suspects when some plastic creates a perceivable smell, and sometimes it's only a substance added precisely for hiding other odors. In the process of making plastic some include several chemicals that others don't, and the first guess could be residues of these substances.
But, are they dangerous? Sadly no easy answer here as the number of factors is too high. Fortunately some places have regulations to ban each chemical that looks dangerous. A good reason to think two times before purchasing cheap products in locations where this protection doesn't exist.
The fact is more or less logical; as the manufacturing process establishes the goal of cheap production, there is more chance to include chemicals and equipment in general coming from sources without the necessary quality tests. So, it passes to another level of production after distribution, and the final plastic ends up being full of residues and with them a strong smell. And, of course, it could be bad for health after a certain exposure!