The smell I get from Onitama is just "new mousepad smell", which shouldn't be surprising since the play board is mousepad material. Leave the play mat out in the air for awhile and that smell will go away.
Something to add to my own post. If the smell is in the box or the pieces, take everything out of the box and leave it all out in the open for a time, including leaving the box open. That vulcanized rubber smell will fade, but like a new mousepad it might take awhile.