My idea: Package up all but one skein/ball in plastic bags and seal them. Wash that one skein/ball and let it dry. See it makes a difference. If it turns out that you are actually allergic and can't do anything about it maybe they'll take the yarn back and refund your money.
Cheating is an option. . . . Cheaters never win and winners never cheat, but smart knitters who want to retain an iota of sanity do, cheerfully. ~~Kory Stamper