I'd try a little soap and water on the outside surface first, or at least a good wipedown. The smell will fade, but if it continues to be bad after a wipedown with soapy water or a mild cleaner, return it.
If you want to deal with KEH, you could ask them to cover the cost of new plastic covers. They are adhesive and can be replaced fairly easily, peal off the old and stick on new ones. The metal does not absorb odor, so replacing the plastic should work.
I helped a friend sell his travel trailer. The parents had been living in it and were smokers. It was coated with brown grime, and took a strong cleaner plus a lot of elbow grease to remove it. We had to repeat three times and went thru $60 of cleaner. It was bearable when we finished, and looked sparkling clean.
Some people are very sensitive to cigarette smell, I do not have much of a sense of small, but a cigarette smell overwhelms me.