That's just gross. One might argue that a toy that stinks of something like nicotine could be considered a form of damage to that toy and that a seller ought to inform potential buyers if it's like that. Personally if this happened to me I'd contact the seller and seek some form of recompense, or at very least have the seller feedback reflect the fact that you were sold a stinky toy where that wasn't in the item description.
Tips for removing smoke smell